+845.8%
LMT vs LULU
+675.0%
+170.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.4% |
| 7D | -0.5% | -20.4% | +19.9% | +1.9% |
| 30D | -10.8% | -22.9% | +12.1% | -8.3% |
| 3M | +1.6% | -18.5% | +20.1% | +3.6% |
| 6M | -17.6% | -41.8% | +24.2% | -12.9% |
| YTD | +11.6% | -53.4% | +65.0% | +20.7% |
| 1Y | +17.2% | -40.9% | +58.1% | +23.0% |
| 3Y | +35.7% | -75.6% | +111.3% | +54.0% |
| 5Y | +75.2% | -77.2% | +152.4% | +96.3% |
| 10Y | +190.1% | +49.5% | +140.6% | +145.0% |
| All | +845.8% | +675.0% | +170.8% | +399.6% |
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