+1,449.6%
NET vs LULU
-49.4%
+1,498.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -17.4% | +15.4% | +7.6% |
| 7D | -7.0% | -16.7% | +9.7% | +1.7% |
| 30D | -4.8% | -18.5% | +13.7% | +4.9% |
| 3M | +3.8% | -19.5% | +23.3% | +14.1% |
| 6M | +50.0% | -41.9% | +92.0% | +96.2% |
| YTD | +41.5% | -51.6% | +93.1% | +104.7% |
| 1Y | +32.8% | -51.2% | +84.0% | +84.8% |
| 3Y | +335.9% | -75.1% | +411.0% | +731.6% |
| 5Y | +113.8% | -74.1% | +187.9% | +296.8% |
| All | +1,449.6% | -49.4% | +1,498.9% | +2,067.9% |
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