-40.7%
DIS vs LULU
-77.2%
+36.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.3% |
| 7D | -1.3% | -20.4% | +19.2% | +4.5% |
| 30D | +2.2% | -22.9% | +25.1% | +8.9% |
| 3M | +8.1% | -18.5% | +26.7% | +13.3% |
| 6M | +5.2% | -41.8% | +47.0% | +20.1% |
| YTD | -6.3% | -53.4% | +47.1% | +13.4% |
| 1Y | -7.3% | -40.9% | +33.6% | +4.1% |
| 3Y | +33.8% | -75.6% | +109.3% | +84.1% |
| 5Y | -40.7% | -77.2% | +36.5% | -23.9% |
| All | -40.7% | -77.2% | +36.4% | -23.9% |
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