+108.6%
ASML vs LULU
-74.5%
+183.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -17.4% | +21.5% | +10.1% |
| 7D | +1.1% | -16.7% | +17.8% | +6.6% |
| 30D | +2.2% | -18.5% | +20.7% | +8.1% |
| 3M | -2.3% | -19.5% | +17.2% | +3.1% |
| 6M | +23.0% | -41.9% | +64.9% | +46.2% |
| YTD | +61.1% | -51.6% | +112.6% | +104.1% |
| 1Y | +129.1% | -51.2% | +180.3% | +182.7% |
| 3Y | +165.4% | -75.1% | +240.5% | +310.8% |
| All | +108.6% | -74.5% | +183.1% | +200.6% |
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