+172.6%
HL vs LULU
+691.8%
-519.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | -4.4% | -1.6% | -2.7% | -3.9% |
| 30D | +9.3% | -18.1% | +27.4% | +15.1% |
| 3M | +32.0% | -18.8% | +50.8% | +38.6% |
| 6M | -6.4% | -39.2% | +32.8% | +6.9% |
| YTD | +3.1% | -52.4% | +55.5% | +26.7% |
| 1Y | +77.6% | -40.3% | +117.9% | +101.5% |
| 3Y | +392.8% | -75.1% | +467.9% | +594.8% |
| 5Y | +234.1% | -76.7% | +310.9% | +361.4% |
| 10Y | +264.5% | +52.7% | +211.7% | +148.9% |
| All | +172.6% | +691.8% | -519.1% | -49.7% |
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