+23.5%
DIS vs LULU
+53.6%
-30.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | +1.2% | -1.6% | +2.8% | +1.5% |
| 30D | +3.2% | -18.1% | +21.3% | +8.0% |
| 3M | +7.0% | -18.8% | +25.8% | +11.9% |
| 6M | +6.4% | -39.2% | +45.6% | +19.1% |
| YTD | -5.6% | -52.4% | +46.7% | +12.0% |
| 1Y | -7.7% | -40.3% | +32.6% | +2.8% |
| 3Y | +33.2% | -75.1% | +108.3% | +78.1% |
| 5Y | -40.3% | -76.7% | +36.4% | -21.6% |
| All | +23.5% | +53.6% | -30.1% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling