+1,710.4%
NXPI vs LULU
+408.1%
+1,302.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.1% | +0.9% |
| 7D | -2.3% | -16.9% | +14.7% | +3.2% |
| 30D | -4.3% | -22.0% | +17.6% | +3.0% |
| 3M | -24.7% | -17.8% | -6.8% | -21.0% |
| 6M | +9.7% | -41.3% | +51.0% | +27.8% |
| YTD | +3.8% | -52.0% | +55.8% | +29.5% |
| 1Y | +1.6% | -39.8% | +41.4% | +16.1% |
| 3Y | +16.0% | -74.8% | +90.9% | +73.0% |
| 5Y | +16.1% | -76.3% | +92.4% | +72.2% |
| 10Y | +211.4% | +53.9% | +157.5% | +155.9% |
| All | +1,710.4% | +408.1% | +1,302.3% | +921.9% |
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