+138.4%
HLT vs LULU
-76.9%
+215.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | -5.0% | -18.1% | +13.1% | -0.9% |
| 3M | -10.4% | -18.8% | +8.4% | -6.7% |
| 6M | +3.2% | -39.2% | +42.4% | +15.2% |
| YTD | +6.7% | -52.4% | +59.1% | +26.7% |
| 1Y | +10.3% | -40.3% | +50.6% | +22.3% |
| 3Y | +99.3% | -75.1% | +174.4% | +167.7% |
| All | +138.4% | -76.9% | +215.3% | +200.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling