+32.7%
KO vs LULU
-49.9%
+82.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -17.4% | +16.5% | -0.3% |
| 7D | -1.8% | -16.7% | +14.9% | -1.3% |
| 30D | +1.4% | -18.5% | +20.0% | +1.9% |
| 3M | +15.4% | -19.5% | +34.8% | +15.6% |
| 6M | +14.3% | -41.9% | +56.2% | +14.6% |
| YTD | +27.7% | -51.6% | +79.2% | +29.0% |
| 1Y | +32.7% | -51.2% | +83.9% | +32.3% |
| All | +32.7% | -49.9% | +82.6% | +32.3% |
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 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