+1.8%
CMCSA vs LULU
-31.7%
+33.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.8% | +0.2% | +4.7% |
| 7D | +15.2% | +6.5% | +8.7% | +14.7% |
| 30D | +17.0% | +20.3% | -3.3% | +15.7% |
| 3M | +1.2% | -8.9% | +10.1% | +0.9% |
| 6M | -5.5% | -13.1% | +7.6% | -6.6% |
| YTD | -6.5% | -46.1% | +39.5% | -8.4% |
| 1Y | +1.8% | -30.3% | +32.1% | -5.4% |
| All | +1.8% | -31.7% | +33.5% | -5.4% |
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