+1,549.9%
LLY vs LULU
+53.6%
+1,496.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.9% |
| 7D | -2.9% | -1.6% | -1.3% | -2.7% |
| 30D | -8.4% | -18.1% | +9.7% | -6.2% |
| 3M | -3.8% | -18.8% | +15.0% | -1.5% |
| 6M | +11.9% | -39.2% | +51.1% | +18.8% |
| YTD | +4.3% | -52.4% | +56.7% | +14.2% |
| 1Y | +48.5% | -40.3% | +88.8% | +57.3% |
| 3Y | +91.2% | -75.1% | +166.3% | +121.7% |
| 5Y | +387.5% | -76.7% | +464.2% | +458.6% |
| All | +1,549.9% | +53.6% | +1,496.3% | +1,630.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling