+1,258.4%
NET vs LULU
-43.8%
+1,302.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -8.0% | -8.1% |
| 7D | -21.2% | +1.8% | -23.0% | -22.0% |
| 30D | -31.1% | +19.4% | -50.5% | -38.1% |
| 3M | -16.5% | -9.5% | -7.0% | -14.3% |
| 6M | 0.0% | -14.2% | +14.2% | +5.0% |
| YTD | +24.0% | -46.2% | +70.2% | +67.2% |
| 1Y | +7.0% | -33.3% | +40.3% | +25.5% |
| 3Y | +279.6% | -72.6% | +352.2% | +581.4% |
| 5Y | +24.0% | -76.1% | +100.1% | +135.3% |
| All | +1,258.4% | -43.8% | +1,302.2% | +1,671.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling