+612.3%
LULU vs STZ
+583.0%
+29.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.6% |
| 7D | -16.9% | -6.0% | -10.9% | -14.8% |
| 30D | -22.0% | -8.9% | -13.1% | -18.9% |
| 3M | -17.8% | -12.6% | -5.3% | -13.2% |
| 6M | -41.3% | -17.2% | -24.0% | -36.8% |
| YTD | -52.0% | -10.0% | -42.0% | -50.7% |
| 1Y | -39.8% | -14.3% | -25.5% | -37.0% |
| 3Y | -74.8% | -49.9% | -24.9% | -67.4% |
| 5Y | -76.3% | -38.2% | -38.1% | -72.2% |
| 10Y | +53.9% | -12.0% | +65.9% | +43.3% |
| All | +612.3% | +583.0% | +29.3% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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