-3.3%
LVS vs LULU
+53.6%
-56.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.1% |
| 7D | -3.5% | -1.6% | -1.8% | -3.0% |
| 30D | -6.2% | -18.1% | +11.9% | -1.0% |
| 3M | -14.8% | -18.8% | +3.9% | -10.1% |
| 6M | -20.9% | -39.2% | +18.3% | -8.8% |
| YTD | -33.0% | -52.4% | +19.3% | -16.9% |
| 1Y | -20.0% | -40.3% | +20.3% | -8.2% |
| 3Y | -6.9% | -75.1% | +68.2% | +33.8% |
| 5Y | +9.1% | -76.7% | +85.8% | +53.9% |
| All | -3.3% | +53.6% | -56.9% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling