+193.5%
NRG vs LULU
-76.9%
+270.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.3% |
| 7D | -4.7% | -1.6% | -3.0% | -4.4% |
| 30D | -6.0% | -18.1% | +12.2% | -3.8% |
| 3M | -8.0% | -18.8% | +10.8% | -5.9% |
| 6M | -23.2% | -39.2% | +16.0% | -17.9% |
| YTD | -28.1% | -52.4% | +24.3% | -20.1% |
| 1Y | -27.3% | -40.3% | +13.0% | -22.7% |
| 3Y | +208.7% | -75.1% | +283.8% | +267.8% |
| All | +193.5% | -76.9% | +270.4% | +223.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling