-40.3%
LULU vs PEG
-8.5%
-31.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.7% |
| 30D | -18.1% | -3.7% | -14.4% | -18.5% |
| 3M | -18.8% | -7.3% | -11.5% | -19.2% |
| 6M | -39.2% | -10.5% | -28.7% | -39.2% |
| YTD | -52.4% | -7.5% | -44.9% | -52.1% |
| 1Y | -40.3% | -8.7% | -31.6% | -40.4% |
| All | -40.3% | -8.5% | -31.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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