+5,417.7%
ASML vs LULU
+800.2%
+4,617.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.8% |
| 7D | -0.8% | +4.4% | -5.2% | -2.1% |
| 30D | -14.9% | +19.1% | -34.0% | -19.4% |
| 3M | -13.0% | -12.5% | -0.5% | -11.2% |
| 6M | -4.7% | -14.2% | +9.5% | -2.9% |
| YTD | +42.3% | -45.8% | +88.2% | +64.6% |
| 1Y | +49.7% | -32.3% | +82.0% | +61.3% |
| 3Y | +144.3% | -72.3% | +216.6% | +227.5% |
| 5Y | +86.4% | -76.1% | +162.4% | +156.4% |
| 10Y | +1,504.8% | +94.7% | +1,410.1% | +1,146.6% |
| All | +5,417.7% | +800.2% | +4,617.5% | +2,039.6% |
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