+5,083.9%
LITE vs LULU
+59.0%
+5,024.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -17.4% | +21.4% | +8.9% |
| 7D | -1.5% | -16.7% | +15.2% | +2.9% |
| 30D | +6.7% | -18.5% | +25.2% | +11.4% |
| 3M | -6.8% | -19.5% | +12.7% | -3.1% |
| 6M | +29.4% | -41.9% | +71.4% | +48.2% |
| YTD | +139.1% | -51.6% | +190.7% | +187.5% |
| 1Y | +521.0% | -51.2% | +572.2% | +629.3% |
| 3Y | +1,535.3% | -75.1% | +1,610.4% | +2,212.7% |
| 5Y | +889.8% | -74.1% | +963.9% | +1,227.0% |
| 10Y | +2,400.7% | +46.7% | +2,354.0% | +2,158.8% |
| All | +5,083.9% | +59.0% | +5,024.9% | +4,552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling