-74.7%
NKE vs LULU
-76.9%
+2.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | -4.2% | -1.6% | -2.5% | -3.5% |
| 30D | -8.2% | -18.1% | +9.9% | -1.2% |
| 3M | -19.1% | -18.8% | -0.3% | -12.8% |
| 6M | -32.6% | -39.2% | +6.6% | -18.9% |
| YTD | -40.7% | -52.4% | +11.7% | -21.0% |
| 1Y | -48.9% | -40.3% | -8.6% | -38.7% |
| 3Y | -59.2% | -75.1% | +15.9% | -32.0% |
| All | -74.7% | -76.9% | +2.2% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling