-4.1%
LHX vs LULU
-49.9%
+45.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -17.4% | +15.7% | -0.8% |
| 7D | -2.0% | -16.7% | +14.8% | -1.1% |
| 30D | -9.9% | -18.5% | +8.6% | -9.1% |
| 3M | -16.5% | -19.5% | +3.0% | -15.8% |
| 6M | -29.6% | -41.9% | +12.3% | -28.6% |
| YTD | -11.6% | -51.6% | +40.0% | -10.0% |
| 1Y | -4.1% | -51.2% | +47.1% | -2.8% |
| All | -4.1% | -49.9% | +45.8% | -2.8% |
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 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