-47.2%
CMCSA vs LULU
-76.9%
+29.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.2% |
| 7D | -4.9% | -1.6% | -3.2% | -4.7% |
| 30D | -1.1% | -18.1% | +17.1% | +1.3% |
| 3M | +6.6% | -18.8% | +25.3% | +9.1% |
| 6M | -15.5% | -39.2% | +23.7% | -10.7% |
| YTD | -6.7% | -52.4% | +45.7% | +1.9% |
| 1Y | -15.6% | -40.3% | +24.7% | -11.2% |
| 3Y | -33.7% | -75.1% | +41.4% | -22.9% |
| All | -47.2% | -76.9% | +29.7% | -42.0% |
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