+3,068.2%
LITE vs LULU
+75.1%
+2,993.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +5.9% |
| 7D | -35.9% | +3.3% | -39.2% | -36.6% |
| 30D | -51.5% | +20.6% | -72.1% | -54.2% |
| 3M | -35.7% | -11.2% | -24.6% | -35.0% |
| 6M | -43.0% | -16.1% | -26.9% | -42.1% |
| YTD | +46.1% | -46.7% | +92.8% | +69.7% |
| 1Y | +124.7% | -32.3% | +157.0% | +139.1% |
| 3Y | +1,172.1% | -72.8% | +1,244.9% | +1,644.3% |
| 5Y | +477.0% | -76.3% | +553.3% | +695.3% |
| 10Y | +1,465.7% | +98.4% | +1,367.3% | +1,241.5% |
| All | +3,068.2% | +75.1% | +2,993.1% | +2,645.7% |
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