-30.4%
NOC vs LULU
-39.8%
+9.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -1.6% | -16.9% | +15.4% | +0.4% |
| 30D | -10.4% | -22.0% | +11.6% | -8.1% |
| 3M | -5.6% | -17.8% | +12.2% | -4.0% |
| 6M | -30.4% | -41.3% | +10.9% | -27.7% |
| All | -30.4% | -39.8% | +9.4% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling