+898.7%
LOW vs LULU
+675.0%
+223.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.3% |
| 7D | -2.6% | -20.4% | +17.8% | +2.6% |
| 30D | -11.1% | -22.9% | +11.7% | -5.7% |
| 3M | -8.5% | -18.5% | +10.0% | -4.4% |
| 6M | -20.8% | -41.8% | +20.9% | -10.4% |
| YTD | -17.2% | -53.4% | +36.2% | -1.1% |
| 1Y | -24.7% | -40.9% | +16.2% | -15.9% |
| 3Y | -9.7% | -75.6% | +65.8% | +21.3% |
| 5Y | +6.0% | -77.2% | +83.2% | +41.1% |
| 10Y | +230.5% | +49.5% | +181.0% | +168.4% |
| All | +898.7% | +675.0% | +223.7% | +279.2% |
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 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