-17.4%
LVS vs LULU
+697.8%
-715.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.1% |
| 7D | -2.7% | -16.9% | +14.2% | +4.0% |
| 30D | -4.7% | -22.0% | +17.3% | +4.3% |
| 3M | -15.6% | -17.8% | +2.3% | -9.9% |
| 6M | -18.6% | -41.3% | +22.6% | -0.9% |
| YTD | -32.3% | -52.0% | +19.7% | -10.5% |
| 1Y | -18.0% | -39.8% | +21.8% | -2.4% |
| 3Y | -5.8% | -74.8% | +69.0% | +49.8% |
| 5Y | +5.7% | -76.3% | +82.0% | +65.4% |
| 10Y | 0.0% | +53.9% | -53.9% | -40.5% |
| All | -17.4% | +697.8% | -715.1% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling