+1,338.1%
AMAT vs LULU
+93.4%
+1,244.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.2% |
| 7D | -2.5% | +3.2% | -5.7% | -3.6% |
| 30D | -26.5% | +16.8% | -43.3% | -31.0% |
| 3M | -28.6% | -13.6% | -14.9% | -26.4% |
| 6M | -14.2% | -15.9% | +1.6% | -11.7% |
| YTD | +45.5% | -46.9% | +92.4% | +77.7% |
| 1Y | +59.3% | -35.2% | +94.6% | +78.4% |
| 3Y | +153.1% | -73.3% | +226.4% | +282.5% |
| 5Y | +158.2% | -75.9% | +234.0% | +290.6% |
| All | +1,338.1% | +93.4% | +1,244.7% | +1,202.4% |
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