-49.7%
NRG vs LULU
-31.7%
-18.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.8% | -18.3% | -13.3% |
| 7D | -13.7% | +6.5% | -20.2% | -13.5% |
| 30D | -13.6% | +20.3% | -33.9% | -13.3% |
| 3M | -28.5% | -8.9% | -19.6% | -28.2% |
| 6M | -45.8% | -13.1% | -32.7% | -45.4% |
| YTD | -46.9% | -46.1% | -0.9% | -45.8% |
| 1Y | -49.7% | -30.3% | -19.5% | -50.6% |
| All | -49.7% | -31.7% | -18.0% | -50.6% |
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