+333.3%
DIS vs LULU
+745.2%
-411.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +1.9% | -4.6% | +6.5% | +3.0% |
| 30D | +9.2% | +12.3% | -3.1% | +6.2% |
| 3M | +13.5% | -11.6% | +25.2% | +15.8% |
| 6M | +14.3% | -12.8% | +27.1% | +16.5% |
| YTD | +5.4% | -49.2% | +54.5% | +20.4% |
| 1Y | +12.2% | -37.7% | +49.9% | +22.1% |
| 3Y | +37.2% | -74.7% | +111.9% | +76.3% |
| 5Y | -23.1% | -76.7% | +53.5% | -1.7% |
| 10Y | +32.2% | +82.7% | -50.5% | +4.8% |
| All | +333.3% | +745.2% | -411.9% | +82.2% |
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