+140.1%
GOOGL vs LULU
-76.9%
+217.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.2% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | -1.4% | -18.1% | +16.7% | +3.1% |
| 3M | -5.3% | -18.8% | +13.4% | -1.1% |
| 6M | +9.8% | -39.2% | +49.0% | +23.0% |
| YTD | +8.4% | -52.4% | +60.7% | +28.9% |
| 1Y | +41.2% | -40.3% | +81.5% | +56.7% |
| 3Y | +149.6% | -75.1% | +224.7% | +238.5% |
| All | +140.1% | -76.9% | +217.0% | +221.3% |
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 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