+2,556.0%
GOOG vs LULU
+691.8%
+1,864.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.6% | +1.1% |
| 7D | 0.0% | -1.6% | +1.7% | +0.4% |
| 30D | -2.0% | -18.1% | +16.2% | +1.9% |
| 3M | -5.9% | -18.8% | +12.9% | -2.2% |
| 6M | +8.9% | -39.2% | +48.1% | +19.9% |
| YTD | +7.1% | -52.4% | +59.5% | +24.0% |
| 1Y | +39.7% | -40.3% | +80.0% | +53.0% |
| 3Y | +145.8% | -75.1% | +220.9% | +214.4% |
| 5Y | +138.6% | -76.7% | +215.3% | +204.0% |
| 10Y | +791.5% | +52.7% | +738.8% | +651.7% |
| All | +2,556.0% | +691.8% | +1,864.3% | +1,177.8% |
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