-47.4%
NKE vs LULU
-49.9%
+2.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -17.4% | +16.4% | +3.9% |
| 7D | -2.0% | -16.7% | +14.7% | +2.5% |
| 30D | -8.6% | -18.5% | +10.0% | -3.8% |
| 3M | -11.0% | -19.5% | +8.4% | -6.4% |
| 6M | -33.2% | -41.9% | +8.7% | -24.1% |
| YTD | -38.1% | -51.6% | +13.5% | -26.8% |
| 1Y | -47.4% | -51.2% | +3.8% | -39.2% |
| All | -47.4% | -49.9% | +2.6% | -39.2% |
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