+974.9%
ADP vs LULU
+725.5%
+249.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.0% | -3.9% |
| 7D | -5.5% | -12.6% | +7.1% | -3.5% |
| 30D | -1.2% | -19.7% | +18.5% | +2.3% |
| 3M | +17.9% | -12.2% | +30.1% | +20.0% |
| 6M | +20.3% | -39.3% | +59.7% | +30.1% |
| YTD | +5.8% | -50.3% | +56.2% | +18.3% |
| 1Y | -7.7% | -38.6% | +30.9% | -0.9% |
| 3Y | +14.7% | -74.0% | +88.7% | +38.6% |
| 5Y | +45.8% | -72.9% | +118.7% | +71.0% |
| 10Y | +270.5% | +56.2% | +214.3% | +217.5% |
| All | +974.9% | +725.5% | +249.3% | +465.8% |
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 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