-37.8%
NFLX vs LULU
-49.9%
+12.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -17.4% | +12.0% | -2.6% |
| 7D | -4.2% | -16.7% | +12.5% | -1.6% |
| 30D | +5.5% | -18.5% | +24.0% | +8.6% |
| 3M | -4.1% | -19.5% | +15.4% | -1.5% |
| 6M | -20.7% | -41.9% | +21.2% | -16.1% |
| YTD | -16.5% | -51.6% | +35.0% | -10.5% |
| 1Y | -37.8% | -51.2% | +13.4% | -34.2% |
| All | -37.8% | -49.9% | +12.1% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling