-18.6%
NRG vs LULU
-49.9%
+31.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -17.4% | +23.8% | +6.3% |
| 7D | +7.1% | -16.7% | +23.8% | +7.0% |
| 30D | -1.4% | -18.5% | +17.1% | -1.4% |
| 3M | -10.5% | -19.5% | +9.0% | -10.2% |
| 6M | -26.7% | -41.9% | +15.2% | -25.9% |
| YTD | -24.5% | -51.6% | +27.1% | -23.8% |
| 1Y | -18.6% | -51.2% | +32.6% | -17.7% |
| All | -18.6% | -49.9% | +31.4% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling