+119.0%
LITE vs LULU
-30.7%
+149.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.3% | -18.4% | -18.7% |
| 7D | -44.6% | +1.8% | -46.3% | -44.2% |
| 30D | -55.0% | +19.4% | -74.4% | -52.9% |
| 3M | -38.3% | -9.5% | -28.8% | -38.2% |
| 6M | -48.8% | -14.2% | -34.6% | -48.0% |
| YTD | +38.3% | -46.2% | +84.5% | +34.3% |
| 1Y | +119.0% | -33.3% | +152.3% | +101.0% |
| All | +119.0% | -30.7% | +149.7% | +101.0% |
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