+283.6%
DIS vs LULU
+704.9%
-421.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -17.4% | +15.7% | +2.2% |
| 7D | -2.6% | -16.7% | +14.1% | +1.1% |
| 30D | +3.5% | -18.5% | +22.0% | +7.8% |
| 3M | +6.8% | -19.5% | +26.3% | +11.3% |
| 6M | +3.0% | -41.9% | +44.9% | +14.9% |
| YTD | -6.7% | -51.6% | +44.9% | +8.1% |
| 1Y | -10.1% | -51.2% | +41.1% | +3.1% |
| 3Y | +33.0% | -75.1% | +108.2% | +71.9% |
| 5Y | -40.0% | -74.1% | +34.1% | -24.8% |
| 10Y | +21.1% | +46.7% | -25.7% | +0.7% |
| All | +283.6% | +704.9% | -421.3% | +63.5% |
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 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