+1,009.8%
LITE vs LULU
-73.2%
+1,083.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.6% | +8.5% | +10.4% |
| 7D | +12.6% | -12.6% | +25.2% | +15.6% |
| 30D | +9.9% | -19.7% | +29.7% | +14.9% |
| 3M | +9.3% | -12.2% | +21.5% | +10.3% |
| 6M | +75.2% | -39.3% | +114.6% | +97.7% |
| YTD | +165.5% | -50.3% | +215.8% | +217.2% |
| 1Y | +555.0% | -38.6% | +593.6% | +618.0% |
| 3Y | +1,870.5% | -74.0% | +1,944.4% | +2,625.8% |
| 5Y | +1,009.8% | -72.9% | +1,082.7% | +1,269.0% |
| All | +1,009.8% | -73.2% | +1,083.0% | +1,269.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling