+984.2%
MAR vs LULU
+697.8%
+286.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.8% |
| 7D | -0.5% | -16.9% | +16.5% | +4.4% |
| 30D | -4.7% | -22.0% | +17.3% | +1.6% |
| 3M | -15.6% | -17.8% | +2.2% | -11.7% |
| 6M | +1.2% | -41.3% | +42.5% | +16.0% |
| YTD | +7.5% | -52.0% | +59.5% | +30.4% |
| 1Y | +26.6% | -39.8% | +66.4% | +42.7% |
| 3Y | +66.0% | -74.8% | +140.8% | +130.9% |
| 5Y | +154.1% | -76.3% | +230.4% | +248.1% |
| 10Y | +441.9% | +53.9% | +388.0% | +294.3% |
| All | +984.2% | +697.8% | +286.4% | +213.5% |
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