+2,614.7%
LITE vs LULU
+52.0%
+2,562.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.4% | +2.1% |
| 7D | +13.6% | -16.9% | +30.5% | +19.2% |
| 30D | +21.6% | -22.0% | +43.5% | +29.1% |
| 3M | +20.3% | -17.8% | +38.2% | +24.6% |
| 6M | +54.4% | -41.3% | +95.6% | +77.7% |
| YTD | +168.3% | -52.0% | +220.3% | +228.4% |
| 1Y | +551.8% | -39.8% | +591.6% | +627.0% |
| 3Y | +1,891.5% | -74.8% | +1,966.3% | +2,784.5% |
| 5Y | +1,014.7% | -76.3% | +1,091.0% | +1,478.8% |
| 10Y | +2,614.7% | +53.9% | +2,560.9% | +2,333.4% |
| All | +2,614.7% | +52.0% | +2,562.7% | +2,333.4% |
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