+89.3%
KLAC vs LULU
-39.6%
+129.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.9% |
| 7D | -2.7% | -1.6% | -1.0% | -2.6% |
| 30D | -13.2% | -18.1% | +5.0% | -13.0% |
| 3M | -25.0% | -18.8% | -6.2% | -24.4% |
| 6M | +23.6% | -39.2% | +62.8% | +31.1% |
| YTD | +49.2% | -52.4% | +101.6% | +64.6% |
| 1Y | +89.3% | -40.3% | +129.6% | +94.3% |
| All | +89.3% | -39.6% | +129.0% | +94.3% |
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