+48.5%
LLY vs LULU
-39.6%
+88.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.0% |
| 7D | -2.9% | -1.6% | -1.3% | -2.7% |
| 30D | -8.4% | -18.1% | +9.7% | -5.9% |
| 3M | -3.8% | -18.8% | +15.0% | -1.2% |
| 6M | +11.9% | -39.2% | +51.1% | +20.5% |
| YTD | +4.3% | -52.4% | +56.7% | +15.9% |
| 1Y | +48.5% | -40.3% | +88.8% | +60.5% |
| All | +48.5% | -39.6% | +88.1% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling