+8.3%
DIS vs LULU
-31.7%
+40.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.6% | +3.3% |
| 7D | +9.1% | +6.5% | +2.6% | +7.8% |
| 30D | +14.8% | +20.3% | -5.5% | +10.9% |
| 3M | +21.2% | -8.9% | +30.1% | +22.6% |
| 6M | +18.3% | -13.1% | +31.4% | +20.4% |
| YTD | +5.4% | -46.1% | +51.4% | +13.1% |
| 1Y | +8.3% | -30.3% | +38.5% | +10.5% |
| All | +8.3% | -31.7% | +40.0% | +10.5% |
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