+5,649.5%
KLAC vs LULU
+675.0%
+4,974.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.3% |
| 7D | +2.5% | -20.4% | +22.9% | +8.4% |
| 30D | -11.5% | -22.9% | +11.4% | -5.9% |
| 3M | -16.9% | -18.5% | +1.6% | -13.9% |
| 6M | +22.2% | -41.8% | +64.0% | +39.4% |
| YTD | +46.4% | -53.4% | +99.7% | +77.2% |
| 1Y | +91.0% | -40.9% | +131.9% | +114.2% |
| 3Y | +264.6% | -75.6% | +340.1% | +407.3% |
| 5Y | +430.6% | -77.2% | +507.8% | +643.3% |
| 10Y | +2,889.3% | +49.5% | +2,839.8% | +2,393.5% |
| All | +5,649.5% | +675.0% | +4,974.5% | +2,165.8% |
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