+57.4%
JNJ vs LULU
-49.9%
+107.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -17.4% | +16.2% | -0.9% |
| 7D | +2.7% | -16.7% | +19.4% | +2.9% |
| 30D | +7.4% | -18.5% | +25.9% | +7.5% |
| 3M | +21.2% | -19.5% | +40.7% | +21.1% |
| 6M | +13.4% | -41.9% | +55.3% | +12.5% |
| YTD | +35.1% | -51.6% | +86.7% | +34.1% |
| 1Y | +57.4% | -51.2% | +108.6% | +56.1% |
| All | +57.4% | -49.9% | +107.4% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling