+499.9%
KO vs LULU
+675.0%
-175.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.6% |
| 7D | -1.1% | -20.4% | +19.3% | +0.9% |
| 30D | +1.6% | -22.9% | +24.4% | +3.8% |
| 3M | +5.8% | -18.5% | +24.3% | +7.5% |
| 6M | +14.3% | -41.8% | +56.1% | +19.5% |
| YTD | +27.3% | -53.4% | +80.7% | +35.6% |
| 1Y | +33.2% | -40.9% | +74.1% | +38.4% |
| 3Y | +64.5% | -75.6% | +140.0% | +82.6% |
| 5Y | +83.1% | -77.2% | +160.4% | +101.6% |
| 10Y | +183.9% | +49.5% | +134.4% | +152.7% |
| All | +499.9% | +675.0% | -175.1% | +284.8% |
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