+463.9%
HON vs LULU
+675.0%
-211.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.7% |
| 7D | -2.6% | -20.4% | +17.8% | +1.7% |
| 30D | -11.9% | -22.9% | +11.0% | -7.5% |
| 3M | -6.1% | -18.5% | +12.5% | -2.7% |
| 6M | -19.2% | -41.8% | +22.6% | -10.5% |
| YTD | +0.2% | -53.4% | +53.5% | +16.0% |
| 1Y | -1.5% | -40.9% | +39.4% | +7.9% |
| 3Y | +17.9% | -75.6% | +93.5% | +50.4% |
| 5Y | +1.9% | -77.2% | +79.2% | +28.2% |
| 10Y | +135.2% | +49.5% | +85.7% | +85.6% |
| All | +463.9% | +675.0% | -211.1% | +131.0% |
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