+278.9%
ADP vs LULU
+53.6%
+225.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -2.8% | -1.6% | -1.1% | -2.5% |
| 30D | +0.2% | -18.1% | +18.4% | +4.2% |
| 3M | +20.5% | -18.8% | +39.3% | +25.3% |
| 6M | +28.8% | -39.2% | +68.0% | +41.6% |
| YTD | +6.6% | -52.4% | +59.0% | +23.6% |
| 1Y | -6.9% | -40.3% | +33.4% | +2.2% |
| 3Y | +16.1% | -75.1% | +91.2% | +48.5% |
| 5Y | +49.3% | -76.7% | +126.1% | +87.8% |
| All | +278.9% | +53.6% | +225.3% | +254.8% |
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