+612.3%
LULU vs MSI
+776.7%
-164.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.0% |
| 7D | -16.9% | -4.0% | -13.0% | -15.2% |
| 30D | -22.0% | -0.5% | -21.5% | -21.8% |
| 3M | -17.8% | +11.4% | -29.2% | -22.3% |
| 6M | -41.3% | +1.0% | -42.2% | -42.1% |
| YTD | -52.0% | +20.7% | -72.7% | -56.9% |
| 1Y | -39.8% | -2.7% | -37.1% | -40.1% |
| 3Y | -74.8% | +68.2% | -143.0% | -81.3% |
| 5Y | -76.3% | +100.0% | -176.3% | -83.8% |
| 10Y | +53.9% | +596.9% | -543.0% | -44.7% |
| All | +612.3% | +776.7% | -164.4% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling