+4,410.3%
LLY vs LULU
+745.2%
+3,665.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | +6.7% | -4.6% | +11.4% | +7.4% |
| 30D | +19.6% | +12.3% | +7.3% | +17.9% |
| 3M | +19.7% | -11.6% | +31.3% | +21.1% |
| 6M | +42.7% | -12.8% | +55.6% | +44.3% |
| YTD | +35.1% | -49.2% | +84.3% | +45.3% |
| 1Y | +42.2% | -37.7% | +79.9% | +49.1% |
| 3Y | +140.8% | -74.7% | +215.5% | +175.1% |
| 5Y | +480.6% | -76.7% | +557.2% | +558.1% |
| 10Y | +2,061.9% | +82.7% | +1,979.2% | +1,779.4% |
| All | +4,410.3% | +745.2% | +3,665.1% | +2,599.1% |
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