+6.5%
IR vs LULU
-75.0%
+81.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | -4.5% | -1.6% | -2.9% | -4.2% |
| 30D | -13.9% | -18.1% | +4.2% | -10.8% |
| 3M | -0.3% | -18.8% | +18.4% | +3.2% |
| 6M | -14.3% | -39.2% | +24.9% | -5.9% |
| YTD | -7.9% | -52.4% | +44.5% | +6.4% |
| 1Y | -9.9% | -40.3% | +30.4% | -1.5% |
| 3Y | +6.5% | -75.1% | +81.6% | +30.8% |
| All | +6.5% | -75.0% | +81.6% | +30.8% |
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