+177.5%
MCD vs LULU
+50.4%
+127.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | +0.3% |
| 7D | -2.5% | -20.4% | +17.9% | +0.7% |
| 30D | -7.0% | -22.9% | +15.8% | -3.6% |
| 3M | -9.8% | -18.5% | +8.7% | -7.3% |
| 6M | -21.8% | -41.8% | +20.0% | -15.8% |
| YTD | -15.6% | -53.4% | +37.8% | -6.2% |
| 1Y | -15.2% | -40.9% | +25.7% | -9.5% |
| 3Y | -2.6% | -75.6% | +73.0% | +16.5% |
| 5Y | +18.9% | -77.2% | +96.1% | +40.2% |
| All | +177.5% | +50.4% | +127.2% | +174.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling