+37.2%
DIS vs LULU
-74.3%
+111.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +1.9% | -4.6% | +6.5% | +2.9% |
| 30D | +9.2% | +12.3% | -3.1% | +6.4% |
| 3M | +13.5% | -11.6% | +25.2% | +15.7% |
| 6M | +14.3% | -12.8% | +27.1% | +16.4% |
| YTD | +5.4% | -49.2% | +54.5% | +19.1% |
| 1Y | +12.2% | -37.7% | +49.9% | +21.1% |
| 3Y | +37.2% | -74.7% | +111.9% | +63.8% |
| All | +37.2% | -74.3% | +111.5% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling