+222.0%
LHX vs LULU
+53.6%
+168.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | -4.3% | -1.6% | -2.6% | -4.1% |
| 30D | -15.1% | -18.1% | +3.0% | -13.2% |
| 3M | -21.0% | -18.8% | -2.2% | -19.2% |
| 6M | -32.0% | -39.2% | +7.2% | -28.1% |
| YTD | -15.3% | -52.4% | +37.0% | -7.8% |
| 1Y | -11.1% | -40.3% | +29.2% | -6.3% |
| 3Y | +54.0% | -75.1% | +129.1% | +78.4% |
| 5Y | +17.1% | -76.7% | +93.9% | +34.5% |
| All | +222.0% | +53.6% | +168.4% | +196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling