-34.5%
ADSK vs LULU
-39.6%
+5.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.4% |
| 7D | -2.5% | -1.6% | -0.9% | -2.0% |
| 30D | -14.9% | -18.1% | +3.2% | -9.1% |
| 3M | +3.3% | -18.8% | +22.1% | +10.2% |
| 6M | -15.7% | -39.2% | +23.5% | -1.7% |
| YTD | -28.2% | -52.4% | +24.1% | -9.8% |
| 1Y | -34.5% | -40.3% | +5.8% | -23.1% |
| All | -34.5% | -39.6% | +5.1% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling