+392.9%
BAC vs LULU
+53.6%
+339.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | -2.8% | -18.1% | +15.3% | +1.1% |
| 3M | +14.2% | -18.8% | +33.0% | +18.7% |
| 6M | +30.5% | -39.2% | +69.7% | +44.3% |
| YTD | +15.8% | -52.4% | +68.2% | +35.3% |
| 1Y | +26.2% | -40.3% | +66.5% | +38.9% |
| 3Y | +136.5% | -75.1% | +211.6% | +207.9% |
| 5Y | +75.9% | -76.7% | +152.7% | +125.2% |
| All | +392.9% | +53.6% | +339.3% | +342.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling