+92.5%
LLY vs LULU
-75.6%
+168.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | -3.2% | -20.4% | +17.3% | -0.1% |
| 30D | -7.4% | -22.9% | +15.4% | -4.1% |
| 3M | -1.0% | -18.5% | +17.5% | +1.5% |
| 6M | +12.5% | -41.8% | +54.3% | +21.0% |
| YTD | +5.0% | -53.4% | +58.4% | +16.4% |
| 1Y | +49.8% | -40.9% | +90.6% | +59.9% |
| All | +92.5% | -75.6% | +168.0% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling