+625.8%
NTAP vs LULU
+53.6%
+572.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.2% | +6.4% | +8.0% |
| 7D | +7.4% | -1.6% | +9.0% | +7.8% |
| 30D | -1.4% | -18.1% | +16.7% | +2.9% |
| 3M | +24.6% | -18.8% | +43.3% | +29.7% |
| 6M | +105.9% | -39.2% | +145.1% | +129.2% |
| YTD | +88.5% | -52.4% | +140.9% | +123.4% |
| 1Y | +62.1% | -40.3% | +102.4% | +80.4% |
| 3Y | +169.1% | -75.1% | +244.2% | +257.9% |
| 5Y | +141.9% | -76.7% | +218.6% | +215.7% |
| All | +625.8% | +53.6% | +572.2% | +607.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling