+27.0%
ALL vs LULU
-49.9%
+76.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.4% | +16.0% | -0.6% |
| 7D | 0.0% | -16.7% | +16.7% | +0.7% |
| 30D | -1.5% | -18.5% | +17.1% | -0.8% |
| 3M | +23.6% | -19.5% | +43.1% | +24.2% |
| 6M | +22.3% | -41.9% | +64.3% | +24.7% |
| YTD | +26.5% | -51.6% | +78.1% | +31.1% |
| 1Y | +27.0% | -51.2% | +78.2% | +31.9% |
| All | +27.0% | -49.9% | +76.9% | +31.9% |
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