+274.4%
KLAC vs LULU
-75.0%
+349.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.6% |
| 7D | -2.7% | -1.6% | -1.0% | -2.4% |
| 30D | -13.2% | -18.1% | +5.0% | -10.7% |
| 3M | -25.0% | -18.8% | -6.2% | -23.1% |
| 6M | +23.6% | -39.2% | +62.8% | +35.8% |
| YTD | +49.2% | -52.4% | +101.6% | +73.7% |
| 1Y | +89.3% | -40.3% | +129.6% | +106.3% |
| 3Y | +274.4% | -75.1% | +349.5% | +368.9% |
| All | +274.4% | -75.0% | +349.4% | +368.9% |
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