+132.0%
C vs LULU
-77.0%
+209.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +1.5% |
| 7D | +2.6% | -16.9% | +19.5% | +6.2% |
| 30D | +1.9% | -22.0% | +23.9% | +6.8% |
| 3M | +2.8% | -17.8% | +20.6% | +6.3% |
| 6M | +30.6% | -41.3% | +71.8% | +44.8% |
| YTD | +19.9% | -52.0% | +71.9% | +38.7% |
| 1Y | +44.6% | -39.8% | +84.4% | +58.7% |
| 3Y | +272.1% | -74.8% | +347.0% | +371.1% |
| 5Y | +132.0% | -76.3% | +208.3% | +178.1% |
| All | +132.0% | -77.0% | +209.0% | +178.1% |
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