+138.6%
NOK vs LULU
+53.6%
+84.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.3% |
| 7D | +11.0% | -1.6% | +12.6% | +11.4% |
| 30D | +7.8% | -18.1% | +26.0% | +11.7% |
| 3M | -21.0% | -18.8% | -2.2% | -18.5% |
| 6M | +40.9% | -39.2% | +80.1% | +54.2% |
| YTD | +72.0% | -52.4% | +124.4% | +99.3% |
| 1Y | +140.9% | -40.3% | +181.2% | +162.0% |
| 3Y | +194.3% | -75.1% | +269.4% | +282.2% |
| 5Y | +112.5% | -76.7% | +189.3% | +171.1% |
| All | +138.6% | +53.6% | +84.9% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling