+1,145.9%
DELL vs LULU
-76.9%
+1,222.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.8% | +11.3% |
| 7D | +8.2% | -1.6% | +9.9% | +8.8% |
| 30D | +17.1% | -18.1% | +35.2% | +23.1% |
| 3M | +45.2% | -18.8% | +63.9% | +51.7% |
| 6M | +286.8% | -39.2% | +326.0% | +341.0% |
| YTD | +354.8% | -52.4% | +407.2% | +461.0% |
| 1Y | +358.3% | -40.3% | +398.6% | +419.5% |
| 3Y | +724.9% | -75.1% | +800.0% | +1,077.7% |
| All | +1,145.9% | -76.9% | +1,222.8% | +1,558.0% |
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