+189.0%
B vs LULU
-75.6%
+264.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.3% |
| 7D | -5.0% | -20.4% | +15.4% | -3.5% |
| 30D | +8.7% | -22.9% | +31.6% | +10.7% |
| 3M | +17.3% | -18.5% | +35.8% | +18.9% |
| 6M | -5.0% | -41.8% | +36.7% | -1.9% |
| YTD | +1.4% | -53.4% | +54.8% | +5.6% |
| 1Y | +50.5% | -40.9% | +91.4% | +55.0% |
| All | +189.0% | -75.6% | +264.6% | +208.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling