-30.5%
BABA vs LULU
-77.0%
+46.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.9% |
| 7D | -2.2% | -16.9% | +14.8% | +2.4% |
| 30D | -17.3% | -22.0% | +4.7% | -12.0% |
| 3M | -7.8% | -17.8% | +10.1% | -3.7% |
| 6M | -16.8% | -41.3% | +24.5% | -4.3% |
| YTD | -24.7% | -52.0% | +27.3% | -8.1% |
| 1Y | -24.9% | -39.8% | +14.9% | -15.4% |
| 3Y | +29.1% | -74.8% | +103.9% | +82.6% |
| 5Y | -30.5% | -76.3% | +45.8% | -18.2% |
| All | -30.5% | -77.0% | +46.5% | -18.2% |
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