+34.3%
IR vs LULU
-77.2%
+111.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | +0.1% |
| 7D | -3.1% | -20.4% | +17.4% | +2.3% |
| 30D | -14.0% | -22.9% | +8.9% | -8.6% |
| 3M | +3.7% | -18.5% | +22.3% | +8.3% |
| 6M | -15.4% | -41.8% | +26.4% | -3.6% |
| YTD | -7.7% | -53.4% | +45.7% | +11.6% |
| 1Y | -8.8% | -40.9% | +32.1% | +2.3% |
| 3Y | +5.6% | -75.6% | +81.1% | +45.2% |
| 5Y | +34.3% | -77.2% | +111.6% | +87.6% |
| All | +34.3% | -77.2% | +111.5% | +87.6% |
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