+606.9%
LULU vs PEG
+258.8%
+348.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.2% |
| 30D | -18.1% | -3.7% | -14.4% | -16.8% |
| 3M | -18.8% | -7.3% | -11.5% | -16.1% |
| 6M | -39.2% | -10.5% | -28.7% | -36.6% |
| YTD | -52.4% | -7.5% | -44.9% | -51.2% |
| 1Y | -40.3% | -8.7% | -31.6% | -38.6% |
| 3Y | -75.1% | +31.4% | -106.5% | -79.1% |
| 5Y | -76.7% | +37.8% | -114.5% | -81.2% |
| 10Y | +52.7% | +148.0% | -95.3% | -13.4% |
| All | +606.9% | +258.8% | +348.1% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling