+268.9%
AMAT vs LULU
-73.2%
+342.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.1% |
| 7D | +7.0% | -12.6% | +19.6% | +10.8% |
| 30D | -12.2% | -19.7% | +7.5% | -6.7% |
| 3M | -3.8% | -12.2% | +8.4% | -2.2% |
| 6M | +45.9% | -39.3% | +85.3% | +70.3% |
| YTD | +84.6% | -50.3% | +135.0% | +131.5% |
| 1Y | +193.4% | -38.6% | +232.0% | +234.6% |
| 3Y | +228.1% | -74.0% | +302.0% | +396.4% |
| 5Y | +268.9% | -72.9% | +341.8% | +416.4% |
| All | +268.9% | -73.2% | +342.1% | +416.4% |
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 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