+1,329.4%
HD vs LULU
+704.9%
+624.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -17.4% | +18.3% | +5.1% |
| 7D | -2.1% | -16.7% | +14.7% | +1.8% |
| 30D | -8.4% | -18.5% | +10.1% | -4.4% |
| 3M | +4.3% | -19.5% | +23.8% | +9.0% |
| 6M | -11.1% | -41.9% | +30.8% | 0.0% |
| YTD | -4.7% | -51.6% | +46.9% | +11.7% |
| 1Y | -19.8% | -51.2% | +31.4% | -7.3% |
| 3Y | +4.1% | -75.1% | +79.2% | +36.8% |
| 5Y | +10.3% | -74.1% | +84.4% | +39.5% |
| 10Y | +203.2% | +46.7% | +156.4% | +147.2% |
| All | +1,329.4% | +704.9% | +624.5% | +425.9% |
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