+45.8%
F vs LULU
-74.6%
+120.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.2% |
| 7D | -3.9% | -6.5% | +2.7% | -2.5% |
| 30D | -0.5% | +10.7% | -11.2% | -2.7% |
| 3M | -12.9% | -13.6% | +0.7% | -10.8% |
| 6M | +1.5% | -16.5% | +18.1% | +4.4% |
| YTD | -5.0% | -49.7% | +44.7% | +9.3% |
| 1Y | -7.3% | -38.9% | +31.5% | +1.5% |
| All | +45.8% | -74.6% | +120.4% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling