+2,521.1%
GOOGL vs LULU
+675.0%
+1,846.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.2% |
| 7D | -2.8% | -20.4% | +17.6% | +1.7% |
| 30D | -3.2% | -22.9% | +19.7% | +1.9% |
| 3M | -6.6% | -18.5% | +11.9% | -3.0% |
| 6M | +8.5% | -41.8% | +50.2% | +20.6% |
| YTD | +6.5% | -53.4% | +59.8% | +23.8% |
| 1Y | +39.4% | -40.9% | +80.3% | +53.1% |
| 3Y | +146.2% | -75.6% | +221.8% | +216.1% |
| 5Y | +138.3% | -77.2% | +215.6% | +205.0% |
| 10Y | +751.7% | +49.5% | +702.2% | +621.3% |
| All | +2,521.1% | +675.0% | +1,846.1% | +1,166.5% |
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