+194.4%
F vs LULU
+735.7%
-541.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.0% |
| 7D | -3.9% | -6.5% | +2.7% | -1.9% |
| 30D | -0.5% | +10.7% | -11.2% | -3.7% |
| 3M | -12.9% | -13.6% | +0.7% | -10.0% |
| 6M | +1.5% | -16.5% | +18.1% | +5.4% |
| YTD | -5.0% | -49.7% | +44.7% | +14.4% |
| 1Y | -7.3% | -38.9% | +31.5% | +4.6% |
| 3Y | +45.3% | -74.7% | +120.0% | +105.4% |
| 5Y | -15.8% | -76.9% | +61.1% | +19.3% |
| 10Y | +64.2% | +80.6% | -16.4% | +12.9% |
| All | +194.4% | +735.7% | -541.3% | -29.1% |
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