+163.0%
LITE vs LULU
-38.0%
+201.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.2% |
| 7D | +10.8% | -4.6% | +15.4% | +9.5% |
| 30D | -33.4% | +12.3% | -45.7% | -31.1% |
| 3M | -32.2% | -11.6% | -20.6% | -32.8% |
| 6M | -42.1% | -12.8% | -29.3% | -42.0% |
| YTD | +61.9% | -49.2% | +111.0% | +51.7% |
| 1Y | +163.0% | -37.7% | +200.7% | +185.6% |
| All | +163.0% | -38.0% | +201.0% | +185.6% |
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 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