+43.4%
KO vs LULU
-30.7%
+74.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.1% | +1.8% | +1.4% | +3.0% |
| 30D | +11.1% | +19.4% | -8.3% | +10.4% |
| 3M | +10.9% | -9.5% | +20.4% | +10.7% |
| 6M | +23.5% | -14.2% | +37.7% | +22.5% |
| YTD | +39.6% | -46.2% | +85.8% | +37.0% |
| 1Y | +43.4% | -33.3% | +76.8% | +36.7% |
| All | +43.4% | -30.7% | +74.1% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling