+2,567.6%
GOOGL vs LULU
+691.8%
+1,875.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | -1.4% | -18.1% | +16.7% | +2.5% |
| 3M | -5.3% | -18.8% | +13.4% | -1.6% |
| 6M | +9.8% | -39.2% | +49.0% | +20.9% |
| YTD | +8.4% | -52.4% | +60.7% | +25.5% |
| 1Y | +41.2% | -40.3% | +81.5% | +54.7% |
| 3Y | +149.6% | -75.1% | +224.7% | +219.1% |
| 5Y | +142.6% | -76.7% | +219.3% | +208.9% |
| 10Y | +766.8% | +52.7% | +714.1% | +630.7% |
| All | +2,567.6% | +691.8% | +1,875.8% | +1,183.0% |
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