+2,385.1%
AMAT vs LULU
+759.6%
+1,625.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.6% | +8.7% | +6.8% |
| 7D | +7.0% | -4.1% | +11.1% | +8.2% |
| 30D | -20.6% | +13.5% | -34.1% | -23.9% |
| 3M | -24.8% | -14.5% | -10.3% | -22.8% |
| 6M | -10.7% | -15.0% | +4.2% | -9.0% |
| YTD | +54.3% | -48.3% | +102.6% | +80.6% |
| 1Y | +73.7% | -36.7% | +110.5% | +90.8% |
| 3Y | +168.4% | -74.0% | +242.4% | +268.1% |
| 5Y | +167.6% | -76.3% | +243.8% | +270.1% |
| 10Y | +1,425.2% | +85.8% | +1,339.4% | +1,113.5% |
| All | +2,385.1% | +759.6% | +1,625.5% | +880.2% |
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