+546.2%
LITE vs LULU
-75.9%
+622.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.3% |
| 7D | -12.9% | +4.4% | -17.3% | -13.8% |
| 30D | -46.0% | +19.1% | -65.0% | -48.4% |
| 3M | -33.0% | -12.5% | -20.5% | -31.8% |
| 6M | -34.0% | -14.2% | -19.8% | -33.1% |
| YTD | +61.7% | -45.8% | +107.6% | +88.9% |
| 1Y | +148.3% | -32.3% | +180.6% | +165.1% |
| 3Y | +1,408.5% | -72.3% | +1,480.8% | +1,967.9% |
| 5Y | +546.2% | -76.1% | +622.2% | +686.1% |
| All | +546.2% | -75.9% | +622.1% | +686.1% |
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