+25.9%
LMT vs LULU
-31.7%
+57.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.8% | -11.7% | -7.2% |
| 7D | -5.5% | +6.5% | -12.0% | -6.0% |
| 30D | +17.5% | +20.3% | -2.9% | +15.7% |
| 3M | +1.6% | -8.9% | +10.5% | +1.5% |
| 6M | +16.3% | -13.1% | +29.4% | +16.0% |
| YTD | +25.3% | -46.1% | +71.3% | +22.8% |
| 1Y | +25.9% | -30.3% | +56.1% | +27.5% |
| All | +25.9% | -31.7% | +57.6% | +27.5% |
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