+43.7%
F vs LULU
-77.0%
+120.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.6% | -2.9% |
| 7D | -4.9% | -16.9% | +12.1% | 0.0% |
| 30D | -2.9% | -22.0% | +19.1% | +4.0% |
| 3M | -9.1% | -17.8% | +8.8% | -4.6% |
| 6M | +12.9% | -41.3% | +54.2% | +31.3% |
| YTD | +6.1% | -52.0% | +58.1% | +31.3% |
| 1Y | +22.5% | -39.8% | +62.3% | +39.3% |
| 3Y | +32.1% | -74.8% | +106.9% | +90.3% |
| 5Y | +43.7% | -76.3% | +120.0% | +95.1% |
| All | +43.7% | -77.0% | +120.7% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling