+149.4%
MAR vs LULU
-76.9%
+226.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +1.1% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | -5.4% | -18.1% | +12.7% | -1.1% |
| 3M | -15.5% | -18.8% | +3.3% | -11.8% |
| 6M | +3.0% | -39.2% | +42.2% | +15.7% |
| YTD | +8.5% | -52.4% | +60.9% | +30.2% |
| 1Y | +26.0% | -40.3% | +66.3% | +40.8% |
| 3Y | +68.6% | -75.1% | +143.7% | +130.3% |
| All | +149.4% | -76.9% | +226.3% | +219.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling