+3,486.9%
LLY vs LULU
+704.9%
+2,782.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -17.4% | +16.5% | +1.2% |
| 7D | -2.1% | -16.7% | +14.6% | -0.2% |
| 30D | -1.6% | -18.5% | +16.9% | +0.6% |
| 3M | +2.3% | -19.5% | +21.7% | +4.6% |
| 6M | +14.9% | -41.9% | +56.8% | +21.9% |
| YTD | +7.5% | -51.6% | +59.1% | +16.4% |
| 1Y | +55.7% | -51.2% | +106.9% | +67.7% |
| 3Y | +110.6% | -75.1% | +185.7% | +141.2% |
| 5Y | +363.4% | -74.1% | +437.5% | +418.9% |
| 10Y | +1,649.0% | +46.7% | +1,602.3% | +1,459.8% |
| All | +3,486.9% | +704.9% | +2,782.0% | +2,061.6% |
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