+13.5%
KMB vs LULU
+53.6%
-40.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -6.5% | -1.6% | -4.9% | -6.4% |
| 30D | -8.8% | -18.1% | +9.3% | -7.7% |
| 3M | -2.2% | -18.8% | +16.6% | -1.0% |
| 6M | +0.7% | -39.2% | +39.9% | +3.4% |
| YTD | +1.0% | -52.4% | +53.4% | +5.3% |
| 1Y | -20.3% | -40.3% | +20.0% | -18.2% |
| 3Y | -13.3% | -75.1% | +61.8% | -7.2% |
| 5Y | -12.9% | -76.7% | +63.8% | -7.6% |
| All | +13.5% | +53.6% | -40.2% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling