+50.0%
LULU vs MKC
+29.9%
+20.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +2.0% |
| 7D | -1.6% | -1.5% | -0.2% | -1.2% |
| 30D | -18.1% | -3.1% | -15.0% | -17.2% |
| 3M | -18.8% | +5.2% | -24.0% | -20.0% |
| 6M | -39.2% | -12.8% | -26.4% | -36.8% |
| YTD | -52.4% | -23.3% | -29.1% | -48.7% |
| 1Y | -40.3% | -24.1% | -16.2% | -35.6% |
| 3Y | -75.1% | -32.1% | -43.0% | -72.6% |
| 5Y | -76.7% | -32.8% | -43.9% | -74.7% |
| All | +50.0% | +29.9% | +20.1% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling