+154.7%
HPQ vs LULU
+697.8%
-543.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.4% | +8.3% | +5.7% |
| 7D | +2.2% | -16.9% | +19.2% | +6.0% |
| 30D | +9.7% | -22.0% | +31.7% | +15.3% |
| 3M | +32.7% | -17.8% | +50.6% | +37.5% |
| 6M | +77.7% | -41.3% | +119.0% | +97.7% |
| YTD | +51.0% | -52.0% | +103.0% | +75.9% |
| 1Y | +18.4% | -39.8% | +58.2% | +30.3% |
| 3Y | +25.6% | -74.8% | +100.4% | +63.5% |
| 5Y | +38.6% | -76.3% | +114.9% | +79.2% |
| 10Y | +226.1% | +53.9% | +172.2% | +180.5% |
| All | +154.7% | +697.8% | -543.1% | +19.0% |
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