+48.5%
AMZN vs LULU
-76.9%
+125.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.2% |
| 7D | -0.7% | -1.6% | +1.0% | -0.1% |
| 30D | -3.9% | -18.1% | +14.2% | +2.3% |
| 3M | +6.3% | -18.8% | +25.1% | +13.3% |
| 6M | +20.8% | -39.2% | +60.0% | +42.0% |
| YTD | +11.2% | -52.4% | +63.6% | +43.0% |
| 1Y | +11.7% | -40.3% | +52.0% | +30.1% |
| 3Y | +79.4% | -75.1% | +154.5% | +178.3% |
| All | +48.5% | -76.9% | +125.4% | +123.3% |
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