-19.9%
NOW vs LULU
-74.3%
+54.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.3% |
| 7D | +0.3% | -4.6% | +4.9% | +1.4% |
| 30D | -27.0% | +12.3% | -39.2% | -29.6% |
| 3M | -19.6% | -11.6% | -8.0% | -18.0% |
| 6M | +17.5% | -12.8% | +30.3% | +20.3% |
| YTD | -33.3% | -49.2% | +15.9% | -23.5% |
| 1Y | -39.8% | -37.7% | -2.1% | -33.5% |
| 3Y | -19.9% | -74.7% | +54.7% | +2.9% |
| All | -19.9% | -74.3% | +54.3% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling