-2.2%
MA vs LULU
-49.9%
+47.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -17.4% | +16.3% | +1.1% |
| 7D | -2.7% | -16.7% | +14.0% | -0.6% |
| 30D | +1.5% | -18.5% | +20.1% | +3.9% |
| 3M | +20.4% | -19.5% | +39.9% | +23.0% |
| 6M | +11.1% | -41.9% | +53.1% | +17.9% |
| YTD | +2.0% | -51.6% | +53.5% | +10.7% |
| 1Y | -2.2% | -51.2% | +49.0% | +4.7% |
| All | -2.2% | -49.9% | +47.8% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling