+3,980.5%
MA vs LULU
+725.5%
+3,254.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.1% |
| 7D | -1.8% | -12.6% | +10.8% | +1.0% |
| 30D | +1.4% | -19.7% | +21.2% | +6.4% |
| 3M | +17.7% | -12.2% | +30.0% | +20.6% |
| 6M | +9.7% | -39.3% | +49.0% | +22.0% |
| YTD | +0.5% | -50.3% | +50.8% | +17.0% |
| 1Y | -2.1% | -38.6% | +36.5% | +7.6% |
| 3Y | +40.1% | -74.0% | +114.1% | +81.9% |
| 5Y | +67.5% | -72.9% | +140.4% | +108.9% |
| 10Y | +505.6% | +56.2% | +449.4% | +377.8% |
| All | +3,980.5% | +725.5% | +3,254.9% | +1,368.8% |
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