+516.1%
ADBE vs LULU
+675.0%
-159.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.5% | -1.6% |
| 7D | -12.9% | -20.4% | +7.5% | -7.4% |
| 30D | -5.6% | -22.9% | +17.2% | +1.1% |
| 3M | +6.6% | -18.5% | +25.2% | +12.4% |
| 6M | -9.6% | -41.8% | +32.2% | +3.9% |
| YTD | -28.9% | -53.4% | +24.5% | -13.3% |
| 1Y | -28.9% | -40.9% | +12.0% | -19.2% |
| 3Y | -55.6% | -75.6% | +20.0% | -38.3% |
| 5Y | -62.2% | -77.2% | +15.0% | -47.4% |
| 10Y | +150.4% | +49.5% | +100.9% | +112.1% |
| All | +516.1% | +675.0% | -159.0% | +170.2% |
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 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