+5.2%
LOW vs LULU
-76.9%
+82.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.4% |
| 7D | -3.7% | -1.6% | -2.1% | -3.4% |
| 30D | -8.9% | -18.1% | +9.3% | -5.0% |
| 3M | -10.4% | -18.8% | +8.4% | -6.5% |
| 6M | -19.4% | -39.2% | +19.8% | -10.2% |
| YTD | -17.1% | -52.4% | +35.3% | -2.2% |
| 1Y | -26.3% | -40.3% | +14.0% | -18.3% |
| 3Y | -9.9% | -75.1% | +65.2% | +20.3% |
| All | +5.2% | -76.9% | +82.1% | +39.0% |
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