+763.3%
NTAP vs LULU
+697.8%
+65.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -1.5% |
| 7D | +2.2% | -16.9% | +19.1% | +6.4% |
| 30D | -7.0% | -22.0% | +14.9% | -1.9% |
| 3M | +12.3% | -17.8% | +30.1% | +16.5% |
| 6M | +85.1% | -41.3% | +126.4% | +107.5% |
| YTD | +74.8% | -52.0% | +126.8% | +106.0% |
| 1Y | +52.7% | -39.8% | +92.5% | +69.3% |
| 3Y | +147.7% | -74.8% | +222.5% | +227.3% |
| 5Y | +124.8% | -76.3% | +201.1% | +192.3% |
| 10Y | +589.7% | +53.9% | +535.8% | +433.1% |
| All | +763.3% | +697.8% | +65.5% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling