+115.4%
ALL vs LULU
-77.2%
+192.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | -4.3% | -20.4% | +16.1% | -2.6% |
| 30D | -3.6% | -22.9% | +19.3% | -1.7% |
| 3M | +13.2% | -18.5% | +31.7% | +14.9% |
| 6M | +22.5% | -41.8% | +64.3% | +27.5% |
| YTD | +22.7% | -53.4% | +76.1% | +30.3% |
| 1Y | +28.3% | -40.9% | +69.2% | +32.7% |
| 3Y | +152.0% | -75.6% | +227.6% | +179.3% |
| 5Y | +115.4% | -77.2% | +192.7% | +134.6% |
| All | +115.4% | -77.2% | +192.6% | +134.6% |
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