+655.3%
ALL vs LULU
+725.5%
-70.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -4.9% | -2.8% |
| 7D | -1.7% | -12.6% | +10.8% | +0.5% |
| 30D | -4.7% | -19.7% | +15.1% | -1.0% |
| 3M | +18.4% | -12.2% | +30.6% | +20.6% |
| 6M | +20.5% | -39.3% | +59.9% | +30.8% |
| YTD | +23.5% | -50.3% | +73.9% | +38.8% |
| 1Y | +29.0% | -38.6% | +67.6% | +38.4% |
| 3Y | +153.7% | -74.0% | +227.7% | +209.5% |
| 5Y | +114.8% | -72.9% | +187.7% | +151.0% |
| 10Y | +356.1% | +56.2% | +300.0% | +244.0% |
| All | +655.3% | +725.5% | -70.3% | +138.8% |
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