-10.2%
DOW vs LULU
-33.4%
+23.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +1.6% |
| 7D | -2.4% | -20.4% | +18.1% | +3.2% |
| 30D | -4.1% | -22.9% | +18.8% | +2.1% |
| 3M | -12.4% | -18.5% | +6.1% | -8.6% |
| 6M | -10.6% | -41.8% | +31.2% | +1.0% |
| YTD | +31.1% | -53.4% | +84.5% | +57.9% |
| 1Y | +30.5% | -40.9% | +71.4% | +45.5% |
| 3Y | -34.4% | -75.6% | +41.2% | -9.6% |
| 5Y | -35.5% | -77.2% | +41.7% | -12.4% |
| All | -10.2% | -33.4% | +23.2% | -30.1% |
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