+70.7%
MA vs LULU
-74.3%
+145.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +1.3% | -4.6% | +5.9% | +2.0% |
| 30D | +9.6% | +12.3% | -2.7% | +7.7% |
| 3M | +16.8% | -11.6% | +28.4% | +18.3% |
| 6M | +35.2% | -12.8% | +48.0% | +36.8% |
| YTD | +16.6% | -49.2% | +65.7% | +27.0% |
| 1Y | +19.8% | -37.7% | +57.5% | +26.4% |
| 3Y | +70.7% | -74.7% | +145.4% | +100.9% |
| All | +70.7% | -74.3% | +145.0% | +100.9% |
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 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