+116.2%
ASML vs LULU
-40.6%
+156.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.8% |
| 7D | +2.8% | -16.9% | +19.8% | +3.9% |
| 30D | -0.2% | -22.0% | +21.7% | +1.7% |
| 3M | -2.6% | -17.8% | +15.2% | -1.1% |
| 6M | +27.9% | -41.3% | +69.1% | +36.6% |
| YTD | +62.4% | -52.0% | +114.4% | +75.8% |
| 1Y | +116.2% | -39.8% | +156.0% | +124.1% |
| All | +116.2% | -40.6% | +156.8% | +124.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling