-60.6%
C vs LULU
+745.2%
-805.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | +4.2% | -4.6% | +8.8% | +5.8% |
| 30D | +2.0% | +12.3% | -10.3% | -2.4% |
| 3M | -10.1% | -11.6% | +1.5% | -7.7% |
| 6M | +1.0% | -12.8% | +13.8% | +3.4% |
| YTD | +8.5% | -49.2% | +57.6% | +32.7% |
| 1Y | +25.7% | -37.7% | +63.5% | +42.8% |
| 3Y | +216.0% | -74.7% | +290.7% | +359.8% |
| 5Y | +112.3% | -76.7% | +189.0% | +201.7% |
| 10Y | +217.8% | +82.7% | +135.1% | +90.2% |
| All | -60.6% | +745.2% | -805.8% | -92.3% |
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 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