-51.2%
LULU vs MKC
-23.4%
-27.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.4% | -17.2% |
| 7D | -16.7% | -5.9% | -10.8% | -16.0% |
| 30D | -18.5% | -0.9% | -17.7% | -18.2% |
| 3M | -19.5% | +12.7% | -32.2% | -19.7% |
| 6M | -41.9% | -19.3% | -22.6% | -42.1% |
| YTD | -51.6% | -22.2% | -29.4% | -51.5% |
| 1Y | -51.2% | -23.3% | -27.8% | -51.8% |
| All | -51.2% | -23.4% | -27.8% | -51.8% |
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