+50.0%
ADP vs LULU
-76.9%
+126.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -2.8% | -1.6% | -1.1% | -2.5% |
| 30D | +0.2% | -18.1% | +18.4% | +3.5% |
| 3M | +20.5% | -18.8% | +39.3% | +24.5% |
| 6M | +28.8% | -39.2% | +68.0% | +39.4% |
| YTD | +6.6% | -52.4% | +59.0% | +20.6% |
| 1Y | -6.9% | -40.3% | +33.4% | +0.7% |
| 3Y | +16.1% | -75.1% | +91.2% | +42.8% |
| All | +50.0% | -76.9% | +126.9% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling