+194.6%
F vs LULU
+745.2%
-550.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.3% |
| 7D | -3.1% | -4.6% | +1.5% | -1.7% |
| 30D | 0.0% | +12.3% | -12.2% | -3.7% |
| 3M | -13.2% | -11.6% | -1.6% | -10.9% |
| 6M | -10.2% | -12.8% | +2.6% | -7.9% |
| YTD | -4.9% | -49.2% | +44.2% | +14.1% |
| 1Y | -6.1% | -37.7% | +31.6% | +5.4% |
| 3Y | +46.0% | -74.7% | +120.6% | +106.2% |
| 5Y | -15.7% | -76.7% | +61.0% | +19.0% |
| 10Y | +64.3% | +82.7% | -18.3% | +12.6% |
| All | +194.6% | +745.2% | -550.6% | -29.3% |
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