+38.1%
MA vs LULU
-75.6%
+113.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | 0.0% |
| 7D | -3.5% | -20.4% | +17.0% | -0.5% |
| 30D | +0.7% | -22.9% | +23.6% | +4.2% |
| 3M | +15.8% | -18.5% | +34.3% | +18.7% |
| 6M | +10.2% | -41.8% | +52.0% | +18.1% |
| YTD | -0.5% | -53.4% | +52.9% | +10.1% |
| 1Y | -1.8% | -40.9% | +39.1% | +4.5% |
| All | +38.1% | -75.6% | +113.7% | +60.8% |
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 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