+85.2%
F vs LULU
+50.4%
+34.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +4.0% |
| 7D | -3.7% | -20.4% | +16.8% | +2.2% |
| 30D | -0.7% | -22.9% | +22.2% | +6.2% |
| 3M | -1.9% | -18.5% | +16.7% | +2.8% |
| 6M | +16.1% | -41.8% | +57.9% | +33.6% |
| YTD | +9.5% | -53.4% | +62.8% | +34.2% |
| 1Y | +27.2% | -40.9% | +68.1% | +44.2% |
| 3Y | +36.3% | -75.6% | +111.8% | +92.0% |
| 5Y | +49.3% | -77.2% | +126.5% | +106.6% |
| All | +85.2% | +50.4% | +34.9% | +69.7% |
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