+6.8%
BABA vs LULU
+137.4%
-130.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -13.8% | -4.6% | -9.1% | -12.7% |
| 30D | -15.1% | +12.3% | -27.4% | -17.8% |
| 3M | -22.7% | -11.6% | -11.1% | -21.1% |
| 6M | -34.7% | -12.8% | -21.8% | -33.4% |
| YTD | -35.0% | -49.2% | +14.1% | -24.0% |
| 1Y | -40.4% | -37.7% | -2.7% | -34.3% |
| 3Y | +21.9% | -74.7% | +96.6% | +63.8% |
| 5Y | -39.9% | -76.7% | +36.8% | -20.8% |
| 10Y | +7.9% | +82.7% | -74.8% | -6.6% |
| All | +6.8% | +137.4% | -130.5% | -20.1% |
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