+91.7%
BKNG vs LULU
-77.4%
+169.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.4% | +1.3% |
| 7D | -10.7% | -20.4% | +9.8% | -5.2% |
| 30D | -18.1% | -22.9% | +4.8% | -12.4% |
| 3M | +8.5% | -18.5% | +27.1% | +14.1% |
| 6M | -0.1% | -41.8% | +41.7% | +14.9% |
| YTD | -18.2% | -53.4% | +35.2% | -0.2% |
| 1Y | -19.9% | -40.9% | +21.0% | -9.0% |
| 3Y | +41.6% | -75.6% | +117.2% | +96.6% |
| All | +91.7% | -77.4% | +169.1% | +145.3% |
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