+273.7%
IR vs LULU
+81.7%
+192.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | -4.5% | -1.6% | -2.9% | -4.1% |
| 30D | -13.9% | -18.1% | +4.2% | -9.5% |
| 3M | -0.3% | -18.8% | +18.4% | +4.7% |
| 6M | -14.3% | -39.2% | +24.9% | -2.4% |
| YTD | -7.9% | -52.4% | +44.5% | +12.7% |
| 1Y | -9.9% | -40.3% | +30.4% | +2.1% |
| 3Y | +6.5% | -75.1% | +81.6% | +50.4% |
| 5Y | +34.0% | -76.7% | +110.8% | +86.3% |
| All | +273.7% | +81.7% | +192.0% | +230.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling