+958.7%
BLK vs LULU
+691.8%
+267.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.0% |
| 7D | -3.3% | -1.6% | -1.7% | -2.9% |
| 30D | -6.5% | -18.1% | +11.6% | -1.6% |
| 3M | +6.7% | -18.8% | +25.5% | +12.1% |
| 6M | +14.7% | -39.2% | +53.9% | +30.3% |
| YTD | +2.5% | -52.4% | +54.9% | +24.9% |
| 1Y | -2.8% | -40.3% | +37.5% | +10.0% |
| 3Y | +65.9% | -75.1% | +141.0% | +131.0% |
| 5Y | +33.0% | -76.7% | +109.7% | +83.5% |
| 10Y | +281.2% | +52.7% | +228.5% | +179.1% |
| All | +958.7% | +691.8% | +267.0% | +195.2% |
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 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