+93.0%
B vs LULU
+704.9%
-611.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -17.4% | +15.2% | -0.5% |
| 7D | -1.6% | -16.7% | +15.1% | +0.1% |
| 30D | +9.4% | -18.5% | +28.0% | +11.4% |
| 3M | +5.0% | -19.5% | +24.4% | +6.9% |
| 6M | -3.5% | -41.9% | +38.4% | +1.2% |
| YTD | +4.5% | -51.6% | +56.0% | +11.4% |
| 1Y | +67.8% | -51.2% | +119.0% | +77.9% |
| 3Y | +196.7% | -75.1% | +271.8% | +230.6% |
| 5Y | +151.9% | -74.1% | +226.0% | +174.9% |
| 10Y | +202.2% | +46.7% | +155.4% | +167.6% |
| All | +93.0% | +704.9% | -611.9% | +0.3% |
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