+214.5%
KMB vs LULU
+725.5%
-511.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | -2.7% | -12.6% | +9.8% | -1.8% |
| 30D | -5.0% | -19.7% | +14.7% | -3.5% |
| 3M | +6.6% | -12.2% | +18.8% | +7.5% |
| 6M | +1.0% | -39.3% | +40.3% | +4.6% |
| YTD | +6.0% | -50.3% | +56.3% | +11.4% |
| 1Y | -16.6% | -38.6% | +22.0% | -13.9% |
| 3Y | -8.6% | -74.0% | +65.3% | -0.5% |
| 5Y | -10.9% | -72.9% | +62.1% | -4.7% |
| 10Y | +16.8% | +56.2% | -39.3% | +4.2% |
| All | +214.5% | +725.5% | -511.0% | +99.2% |
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