+112.5%
NET vs LULU
-74.5%
+187.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -17.4% | +15.4% | +7.9% |
| 7D | -7.0% | -16.7% | +9.7% | +1.9% |
| 30D | -4.8% | -18.5% | +13.7% | +5.2% |
| 3M | +3.8% | -19.5% | +23.3% | +14.4% |
| 6M | +50.0% | -41.9% | +92.0% | +98.3% |
| YTD | +41.5% | -51.6% | +93.1% | +108.1% |
| 1Y | +32.8% | -51.2% | +84.0% | +87.3% |
| 3Y | +335.9% | -75.1% | +411.0% | +764.3% |
| All | +112.5% | -74.5% | +187.0% | +312.7% |
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