+51.0%
HPQ vs LULU
-76.9%
+127.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.2% | +7.8% |
| 7D | +9.8% | -1.6% | +11.4% | +10.2% |
| 30D | +22.4% | -18.1% | +40.5% | +28.2% |
| 3M | +45.2% | -18.8% | +63.9% | +52.1% |
| 6M | +96.4% | -39.2% | +135.6% | +122.6% |
| YTD | +65.4% | -52.4% | +117.8% | +102.0% |
| 1Y | +31.6% | -40.3% | +71.9% | +48.6% |
| 3Y | +37.0% | -75.1% | +112.1% | +92.7% |
| All | +51.0% | -76.9% | +127.8% | +99.8% |
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 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