+361.5%
ALL vs LULU
+53.6%
+307.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | -2.3% | -1.6% | -0.6% | -2.1% |
| 30D | -0.4% | -18.1% | +17.7% | +2.0% |
| 3M | +16.0% | -18.8% | +34.8% | +18.9% |
| 6M | +24.6% | -39.2% | +63.8% | +32.1% |
| YTD | +23.7% | -52.4% | +76.0% | +35.6% |
| 1Y | +27.7% | -40.3% | +68.0% | +34.9% |
| 3Y | +150.2% | -75.1% | +225.3% | +193.0% |
| 5Y | +117.1% | -76.7% | +193.8% | +150.9% |
| All | +361.5% | +53.6% | +307.9% | +333.7% |
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