+156.4%
B vs LULU
-76.9%
+233.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | +6.3% | -18.1% | +24.5% | +7.8% |
| 3M | +12.1% | -18.8% | +30.9% | +13.7% |
| 6M | -3.1% | -39.2% | +36.1% | 0.0% |
| YTD | +2.0% | -52.4% | +54.3% | +6.6% |
| 1Y | +51.7% | -40.3% | +92.0% | +56.3% |
| 3Y | +190.5% | -75.1% | +265.6% | +212.6% |
| All | +156.4% | -76.9% | +233.3% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling