+27.2%
F vs LULU
-41.2%
+68.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +3.7% |
| 7D | -3.7% | -20.4% | +16.8% | -0.3% |
| 30D | -0.7% | -22.9% | +22.2% | +3.4% |
| 3M | -1.9% | -18.5% | +16.7% | +0.8% |
| 6M | +16.1% | -41.8% | +57.9% | +27.7% |
| YTD | +9.5% | -53.4% | +62.8% | +26.1% |
| 1Y | +27.2% | -40.9% | +68.1% | +37.1% |
| All | +27.2% | -41.2% | +68.4% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling