+359.5%
NEM vs LULU
+697.8%
-338.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +1.6% |
| 7D | +3.1% | -16.9% | +20.0% | +4.8% |
| 30D | +10.0% | -22.0% | +32.0% | +12.5% |
| 3M | +30.9% | -17.8% | +48.7% | +33.1% |
| 6M | +10.5% | -41.3% | +51.8% | +16.0% |
| YTD | +29.7% | -52.0% | +81.7% | +38.7% |
| 1Y | +71.1% | -39.8% | +110.9% | +78.4% |
| 3Y | +252.1% | -74.8% | +326.9% | +293.3% |
| 5Y | +157.7% | -76.3% | +234.0% | +185.0% |
| 10Y | +319.4% | +53.9% | +265.5% | +266.2% |
| All | +359.5% | +697.8% | -338.3% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling