+606.9%
LULU vs KMX
+159.4%
+447.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.6% |
| 7D | -1.6% | -3.1% | +1.5% | -0.4% |
| 30D | -18.1% | +4.4% | -22.6% | -19.9% |
| 3M | -18.8% | +18.9% | -37.7% | -25.7% |
| 6M | -39.2% | +44.3% | -83.5% | -49.6% |
| YTD | -52.4% | +58.7% | -111.1% | -62.4% |
| 1Y | -40.3% | +0.1% | -40.4% | -44.1% |
| 3Y | -75.1% | -24.4% | -50.7% | -74.6% |
| 5Y | -76.7% | -54.4% | -22.3% | -72.1% |
| 10Y | +52.7% | +11.0% | +41.7% | +7.0% |
| All | +606.9% | +159.4% | +447.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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