+1,493.1%
LITE vs LULU
+82.0%
+1,411.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.8% |
| 7D | +10.8% | -4.6% | +15.4% | +12.3% |
| 30D | -33.4% | +12.3% | -45.7% | -36.1% |
| 3M | -32.2% | -11.6% | -20.6% | -31.3% |
| 6M | -42.1% | -12.8% | -29.3% | -41.9% |
| YTD | +61.9% | -49.2% | +111.0% | +92.7% |
| 1Y | +163.0% | -37.7% | +200.7% | +188.3% |
| 3Y | +1,358.0% | -74.7% | +1,432.7% | +1,995.0% |
| 5Y | +549.9% | -76.7% | +626.6% | +822.0% |
| All | +1,493.1% | +82.0% | +1,411.1% | +1,152.3% |
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