+1,264.4%
BE vs LULU
-76.9%
+1,341.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +6.0% |
| 7D | +9.0% | -1.6% | +10.7% | +9.7% |
| 30D | +16.3% | -18.1% | +34.4% | +21.7% |
| 3M | +10.8% | -18.8% | +29.6% | +14.5% |
| 6M | +73.2% | -39.2% | +112.4% | +97.0% |
| YTD | +217.4% | -52.4% | +269.7% | +293.2% |
| 1Y | +309.8% | -40.3% | +350.1% | +351.2% |
| 3Y | +1,726.2% | -75.1% | +1,801.3% | +2,665.9% |
| All | +1,264.4% | -76.9% | +1,341.3% | +2,053.5% |
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