+632.8%
LYB vs LULU
+364.0%
+268.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.5% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | +2.5% | -18.1% | +20.6% | +7.1% |
| 3M | +1.4% | -18.8% | +20.2% | +5.7% |
| 6M | -3.5% | -39.2% | +35.7% | +7.0% |
| YTD | +52.0% | -52.4% | +104.4% | +79.2% |
| 1Y | +22.1% | -40.3% | +62.4% | +34.7% |
| 3Y | -22.8% | -75.1% | +52.3% | +3.1% |
| 5Y | -3.4% | -76.7% | +73.4% | +26.2% |
| 10Y | +47.4% | +52.7% | -5.4% | +9.0% |
| All | +632.8% | +364.0% | +268.9% | +231.9% |
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