-12.8%
BKNG vs LULU
-49.9%
+37.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -17.4% | +16.4% | +3.6% |
| 7D | -6.0% | -16.7% | +10.7% | -1.9% |
| 30D | -6.6% | -18.5% | +11.9% | -2.0% |
| 3M | +15.7% | -19.5% | +35.2% | +21.1% |
| 6M | +14.1% | -41.9% | +56.1% | +28.1% |
| YTD | -9.3% | -51.6% | +42.3% | +4.7% |
| 1Y | -12.8% | -51.2% | +38.4% | -1.9% |
| All | -12.8% | -49.9% | +37.2% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling