+4,521.4%
DELL vs LULU
+21.1%
+4,500.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.5% |
| 7D | -1.9% | -20.4% | +18.5% | +4.1% |
| 30D | +14.9% | -22.9% | +37.8% | +22.7% |
| 3M | +37.2% | -18.5% | +55.8% | +43.1% |
| 6M | +254.0% | -41.8% | +295.8% | +306.6% |
| YTD | +306.1% | -53.4% | +359.5% | +399.1% |
| 1Y | +312.3% | -40.9% | +353.2% | +366.7% |
| 3Y | +654.0% | -75.6% | +729.6% | +968.3% |
| 5Y | +1,055.3% | -77.2% | +1,132.6% | +1,514.3% |
| 10Y | +3,948.9% | +49.5% | +3,899.4% | +4,079.1% |
| All | +4,521.4% | +21.1% | +4,500.3% | +4,761.4% |
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 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