-22.7%
NFLX vs LULU
-39.8%
+17.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.3% |
| 7D | -8.1% | -16.9% | +8.8% | -4.9% |
| 30D | -0.3% | -22.0% | +21.6% | +3.9% |
| 3M | -6.6% | -17.8% | +11.2% | -4.2% |
| 6M | -22.7% | -41.3% | +18.6% | -19.9% |
| All | -22.7% | -39.8% | +17.1% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling