-23.2%
NRG vs LULU
-40.9%
+17.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.7% |
| 7D | -4.7% | -1.6% | -3.0% | -4.7% |
| 30D | -6.0% | -18.1% | +12.2% | -6.5% |
| 3M | -8.0% | -18.8% | +10.8% | -8.0% |
| 6M | -23.2% | -39.2% | +16.0% | -21.6% |
| All | -23.2% | -40.9% | +17.7% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling