-7.5%
ASML vs LULU
-16.0%
+8.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +4.9% |
| 7D | -9.0% | +3.3% | -12.3% | -8.5% |
| 30D | -21.0% | +20.6% | -41.5% | -18.6% |
| 3M | -16.3% | -11.2% | -5.1% | -16.6% |
| 6M | -7.5% | -16.1% | +8.6% | -2.3% |
| All | -7.5% | -16.0% | +8.5% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling