+284.9%
IR vs LULU
+89.4%
+195.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.4% |
| 7D | +0.6% | -12.6% | +13.2% | +3.9% |
| 30D | -13.6% | -19.7% | +6.1% | -8.6% |
| 3M | +3.7% | -12.2% | +15.9% | +6.5% |
| 6M | -13.1% | -39.3% | +26.3% | -0.8% |
| YTD | -5.1% | -50.3% | +45.2% | +14.6% |
| 1Y | -6.5% | -38.6% | +32.2% | +5.1% |
| 3Y | +8.5% | -74.0% | +82.5% | +51.1% |
| 5Y | +43.3% | -72.9% | +116.2% | +89.2% |
| All | +284.9% | +89.4% | +195.5% | +236.2% |
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