+1,483.7%
LITE vs LULU
-73.8%
+1,557.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.6% | +13.3% | +11.1% |
| 7D | +3.4% | -4.1% | +7.5% | +4.0% |
| 30D | -34.9% | +13.5% | -48.4% | -36.4% |
| 3M | -21.0% | -14.5% | -6.6% | -19.5% |
| 6M | -38.5% | -15.0% | -23.5% | -37.6% |
| YTD | +75.8% | -48.3% | +124.1% | +105.0% |
| 1Y | +156.7% | -36.7% | +193.4% | +176.3% |
| All | +1,483.7% | -73.8% | +1,557.5% | +1,627.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling