+73.0%
LMT vs LULU
-76.9%
+149.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | -0.2% | -1.6% | +1.4% | -0.2% |
| 30D | -13.1% | -18.1% | +5.1% | -12.8% |
| 3M | -3.9% | -18.8% | +14.9% | -3.6% |
| 6M | -18.3% | -39.2% | +20.9% | -17.7% |
| YTD | +10.3% | -52.4% | +62.7% | +11.1% |
| 1Y | +14.2% | -40.3% | +54.5% | +14.9% |
| 3Y | +35.0% | -75.1% | +110.1% | +37.3% |
| All | +73.0% | -76.9% | +149.9% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling