-33.3%
LULU vs MKC
-18.8%
-14.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +1.8% | +7.0% | -5.2% | +0.1% |
| 30D | +19.4% | +11.4% | +8.0% | +16.6% |
| 3M | -9.5% | -3.7% | -5.8% | -9.1% |
| 6M | -14.2% | +5.3% | -19.4% | -14.5% |
| YTD | -46.2% | -24.4% | -21.8% | -46.0% |
| 1Y | -33.3% | -19.7% | -13.6% | -34.4% |
| All | -33.3% | -18.8% | -14.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling