+612.3%
LULU vs M
+5.7%
+606.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -1.8% |
| 7D | -16.9% | -4.1% | -12.9% | -15.9% |
| 30D | -22.0% | -13.6% | -8.4% | -17.9% |
| 3M | -17.8% | -2.3% | -15.6% | -17.8% |
| 6M | -41.3% | +21.9% | -63.2% | -45.9% |
| YTD | -52.0% | -0.6% | -51.4% | -52.7% |
| 1Y | -39.8% | +29.7% | -69.5% | -46.3% |
| 3Y | -74.8% | +107.3% | -182.1% | -82.6% |
| 5Y | -76.3% | +20.5% | -96.8% | -81.6% |
| 10Y | +53.9% | -6.1% | +60.0% | -3.1% |
| All | +612.3% | +5.7% | +606.5% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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