+350.3%
NEM vs LULU
+675.0%
-324.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.7% |
| 7D | -3.3% | -20.4% | +17.2% | -1.2% |
| 30D | +7.8% | -22.9% | +30.7% | +10.4% |
| 3M | +36.3% | -18.5% | +54.8% | +38.6% |
| 6M | +6.6% | -41.8% | +48.3% | +11.9% |
| YTD | +27.1% | -53.4% | +80.5% | +36.4% |
| 1Y | +62.3% | -40.9% | +103.2% | +69.6% |
| 3Y | +245.1% | -75.6% | +320.6% | +286.6% |
| 5Y | +154.0% | -77.2% | +231.2% | +182.0% |
| 10Y | +311.0% | +49.5% | +261.5% | +260.0% |
| All | +350.3% | +675.0% | -324.7% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling