-75.1%
LULU vs WYNN
-5.1%
-70.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -1.6% | -4.2% | +2.6% | +0.2% |
| 30D | -18.1% | -14.6% | -3.5% | -12.4% |
| 3M | -18.8% | -18.4% | -0.4% | -11.4% |
| 6M | -39.2% | -11.9% | -27.3% | -35.8% |
| YTD | -52.4% | -26.6% | -25.8% | -46.0% |
| 1Y | -40.3% | -28.5% | -11.8% | -32.2% |
| 3Y | -75.1% | -5.1% | -70.0% | -76.5% |
| All | -75.1% | -5.1% | -70.0% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 3y: compounded portfolio wealth divided by compounded WYNN 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…
3y analysis · Full analysis span regression · 6 months rolling