+31,584.2%
NFLX vs LULU
+691.8%
+30,892.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.2% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +4.3% | -18.1% | +22.4% | +9.6% |
| 3M | -4.8% | -18.8% | +14.0% | +0.2% |
| 6M | -18.4% | -39.2% | +20.8% | -8.0% |
| YTD | -17.4% | -52.4% | +34.9% | -0.8% |
| 1Y | -35.7% | -40.3% | +4.6% | -27.9% |
| 3Y | +73.8% | -75.1% | +148.9% | +135.2% |
| 5Y | +29.3% | -76.7% | +106.0% | +77.2% |
| 10Y | +702.1% | +52.7% | +649.3% | +554.1% |
| All | +31,584.2% | +691.8% | +30,892.4% | +13,669.6% |
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