+5,095.0%
ASML vs LULU
+786.3%
+4,308.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.3% |
| 7D | -9.0% | +3.3% | -12.3% | -9.9% |
| 30D | -21.0% | +20.6% | -41.5% | -25.5% |
| 3M | -16.3% | -11.2% | -5.1% | -14.9% |
| 6M | -7.5% | -16.1% | +8.6% | -5.2% |
| YTD | +34.0% | -46.7% | +80.7% | +55.6% |
| 1Y | +39.3% | -32.3% | +71.5% | +50.0% |
| 3Y | +128.9% | -72.8% | +201.7% | +208.4% |
| 5Y | +76.1% | -76.3% | +152.4% | +143.0% |
| 10Y | +1,428.4% | +98.4% | +1,330.0% | +1,082.0% |
| All | +5,095.0% | +786.3% | +4,308.7% | +1,922.9% |
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 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