+1,559.3%
ASML vs LULU
+79.9%
+1,479.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.5% |
| 7D | +10.4% | -6.5% | +16.9% | +12.9% |
| 30D | -12.7% | +10.7% | -23.5% | -16.3% |
| 3M | -17.2% | -13.6% | -3.6% | -14.7% |
| 6M | -1.3% | -16.5% | +15.2% | +1.9% |
| YTD | +40.8% | -49.7% | +90.5% | +73.9% |
| 1Y | +45.2% | -38.9% | +84.1% | +65.2% |
| 3Y | +131.8% | -74.7% | +206.6% | +249.8% |
| 5Y | +84.0% | -76.9% | +160.9% | +176.6% |
| All | +1,559.3% | +79.9% | +1,479.4% | +1,534.2% |
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 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