-12.1%
DOW vs LULU
-31.9%
+19.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.2% | -2.6% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | -3.9% | -18.1% | +14.2% | +0.6% |
| 3M | -12.7% | -18.8% | +6.1% | -8.8% |
| 6M | -13.7% | -39.2% | +25.5% | -3.7% |
| YTD | +28.4% | -52.4% | +80.8% | +53.7% |
| 1Y | +21.8% | -40.3% | +62.1% | +35.4% |
| 3Y | -35.7% | -75.1% | +39.4% | -11.8% |
| 5Y | -36.8% | -76.7% | +39.9% | -14.7% |
| All | -12.1% | -31.9% | +19.9% | -32.0% |
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