-9.7%
NOC vs LULU
-49.9%
+40.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -17.4% | +14.9% | -1.8% |
| 7D | -5.2% | -16.7% | +11.5% | -4.5% |
| 30D | -7.2% | -18.5% | +11.3% | -6.5% |
| 3M | -5.1% | -19.5% | +14.4% | -4.6% |
| 6M | -31.1% | -41.9% | +10.8% | -31.2% |
| YTD | -8.6% | -51.6% | +43.0% | -8.6% |
| 1Y | -9.7% | -51.2% | +41.5% | -10.0% |
| All | -9.7% | -49.9% | +40.2% | -10.0% |
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