+59.1%
NOC vs LULU
-76.9%
+136.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.8% | -1.6% | +2.4% | +0.8% |
| 30D | -9.7% | -18.1% | +8.4% | -9.4% |
| 3M | -5.6% | -18.8% | +13.1% | -5.3% |
| 6M | -28.6% | -39.2% | +10.6% | -28.2% |
| YTD | -7.9% | -52.4% | +44.5% | -7.3% |
| 1Y | -9.5% | -40.3% | +30.8% | -9.2% |
| 3Y | +28.4% | -75.1% | +103.5% | +31.1% |
| All | +59.1% | -76.9% | +136.0% | +57.7% |
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