+1,381.0%
NET vs LULU
-43.6%
+1,424.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.8% | -7.4% | -5.1% |
| 7D | -16.4% | +6.5% | -22.9% | -19.3% |
| 30D | -25.8% | +20.3% | -46.2% | -33.7% |
| 3M | -11.5% | -8.9% | -2.6% | -9.5% |
| 6M | +18.9% | -13.1% | +32.0% | +24.0% |
| YTD | +35.2% | -46.1% | +81.3% | +82.1% |
| 1Y | +14.5% | -30.3% | +44.7% | +30.5% |
| 3Y | +313.8% | -72.5% | +386.3% | +641.8% |
| 5Y | +32.6% | -76.4% | +108.9% | +153.0% |
| All | +1,381.0% | -43.6% | +1,424.6% | +1,828.3% |
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 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