+242.2%
F vs LULU
+725.5%
-483.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -5.0% |
| 7D | +1.2% | -12.6% | +13.7% | +4.6% |
| 30D | +1.2% | -19.7% | +21.0% | +7.3% |
| 3M | -5.7% | -12.2% | +6.6% | -3.1% |
| 6M | +17.9% | -39.3% | +57.3% | +34.9% |
| YTD | +10.4% | -50.3% | +60.7% | +33.8% |
| 1Y | +25.3% | -38.6% | +64.0% | +41.3% |
| 3Y | +37.5% | -74.0% | +111.4% | +92.5% |
| 5Y | +46.5% | -72.9% | +119.4% | +97.3% |
| 10Y | +86.4% | +56.2% | +30.2% | +34.4% |
| All | +242.2% | +725.5% | -483.3% | -17.1% |
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