+5,398.0%
ASML vs LULU
+783.0%
+4,615.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | +0.2% |
| 7D | -2.9% | +3.2% | -6.1% | -3.8% |
| 30D | -15.2% | +16.8% | -32.0% | -19.3% |
| 3M | -12.9% | -13.6% | +0.7% | -10.8% |
| 6M | -5.0% | -15.9% | +10.8% | -2.7% |
| YTD | +41.8% | -46.9% | +88.7% | +64.9% |
| 1Y | +46.0% | -35.2% | +81.3% | +59.4% |
| 3Y | +133.5% | -73.3% | +206.8% | +216.3% |
| 5Y | +93.0% | -75.9% | +168.9% | +165.0% |
| 10Y | +1,534.9% | +93.4% | +1,441.5% | +1,172.9% |
| All | +5,398.0% | +783.0% | +4,615.0% | +2,043.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling