+32.6%
NET vs LULU
-76.2%
+108.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.8% | -7.4% | -5.2% |
| 7D | -16.4% | +6.5% | -22.9% | -19.4% |
| 30D | -25.8% | +20.3% | -46.2% | -33.8% |
| 3M | -11.5% | -8.9% | -2.6% | -9.4% |
| 6M | +18.9% | -13.1% | +32.0% | +24.2% |
| YTD | +35.2% | -46.1% | +81.3% | +84.7% |
| 1Y | +14.5% | -30.3% | +44.7% | +30.9% |
| 3Y | +313.8% | -72.5% | +386.3% | +674.1% |
| 5Y | +32.6% | -76.4% | +108.9% | +201.7% |
| All | +32.6% | -76.2% | +108.7% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling