-9.0%
HL vs LULU
-42.9%
+33.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.1% | -3.5% |
| 7D | -5.6% | -20.4% | +14.8% | -2.0% |
| 30D | +12.7% | -22.9% | +35.6% | +18.0% |
| 3M | +42.5% | -18.5% | +61.1% | +47.7% |
| 6M | -9.0% | -41.8% | +32.8% | +2.4% |
| All | -9.0% | -42.9% | +33.9% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling