+42.2%
LUV vs LULU
-75.0%
+117.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.0% |
| 7D | -1.0% | -1.6% | +0.7% | -0.7% |
| 30D | -12.4% | -18.1% | +5.8% | -9.0% |
| 3M | -11.0% | -18.8% | +7.8% | -7.6% |
| 6M | -5.0% | -39.2% | +34.2% | +5.0% |
| YTD | -3.8% | -52.4% | +48.6% | +11.4% |
| 1Y | +25.9% | -40.3% | +66.2% | +38.6% |
| 3Y | +42.2% | -75.1% | +117.3% | +70.1% |
| All | +42.2% | -75.0% | +117.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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