+1,021.9%
NOC vs LULU
+675.0%
+346.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.0% |
| 7D | -1.8% | -20.4% | +18.7% | +0.7% |
| 30D | -9.4% | -22.9% | +13.4% | -6.9% |
| 3M | -3.8% | -18.5% | +14.7% | -1.8% |
| 6M | -28.8% | -41.8% | +13.0% | -24.7% |
| YTD | -7.9% | -53.4% | +45.5% | -0.3% |
| 1Y | -9.0% | -40.9% | +31.8% | -4.6% |
| 3Y | +29.1% | -75.6% | +104.6% | +46.7% |
| 5Y | +58.9% | -77.2% | +136.2% | +78.4% |
| 10Y | +191.2% | +49.5% | +141.7% | +142.7% |
| All | +1,021.9% | +675.0% | +346.9% | +473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling