+37.0%
HPQ vs LULU
-75.0%
+112.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.2% | +7.9% |
| 7D | +9.8% | -1.6% | +11.4% | +10.1% |
| 30D | +22.4% | -18.1% | +40.5% | +26.9% |
| 3M | +45.2% | -18.8% | +63.9% | +50.5% |
| 6M | +96.4% | -39.2% | +135.6% | +117.0% |
| YTD | +65.4% | -52.4% | +117.8% | +94.0% |
| 1Y | +31.6% | -40.3% | +71.9% | +45.0% |
| 3Y | +37.0% | -75.1% | +112.1% | +68.8% |
| All | +37.0% | -75.0% | +112.1% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling