-12.2%
LULU vs MSI
+13.6%
-25.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.6% | +3.1% |
| 7D | -12.6% | -5.8% | -6.8% | -10.3% |
| 30D | -19.7% | -1.0% | -18.8% | -19.6% |
| 3M | -12.2% | +14.2% | -26.4% | -20.5% |
| All | -12.2% | +13.6% | -25.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3mo: compounded portfolio wealth divided by compounded MSI 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…
3mo analysis · Full analysis span regression · Available span rolling