-12.7%
KMB vs LULU
-77.2%
+64.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | -7.7% | -20.4% | +12.8% | -6.5% |
| 30D | -8.2% | -22.9% | +14.7% | -6.9% |
| 3M | -1.9% | -18.5% | +16.7% | -0.9% |
| 6M | -0.7% | -41.8% | +41.1% | +1.9% |
| YTD | +1.4% | -53.4% | +54.8% | +5.0% |
| 1Y | -19.1% | -40.9% | +21.8% | -17.2% |
| 3Y | -12.6% | -75.6% | +63.0% | -7.5% |
| 5Y | -12.7% | -77.2% | +64.6% | -13.3% |
| All | -12.7% | -77.2% | +64.5% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling