+175.6%
ASML vs LULU
-74.7%
+250.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -17.4% | +21.5% | +7.7% |
| 7D | +1.1% | -16.7% | +17.8% | +4.3% |
| 30D | +2.2% | -18.5% | +20.7% | +5.7% |
| 3M | -2.3% | -19.5% | +17.2% | +1.1% |
| 6M | +23.0% | -41.9% | +64.9% | +37.5% |
| YTD | +61.1% | -51.6% | +112.6% | +87.6% |
| 1Y | +129.1% | -51.2% | +180.3% | +162.7% |
| All | +175.6% | -74.7% | +250.3% | +250.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling