+8.6%
MCD vs LULU
-74.3%
+82.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.6% | -4.6% | +3.0% | -1.2% |
| 30D | +14.1% | +12.3% | +1.8% | +13.0% |
| 3M | +0.6% | -11.6% | +12.2% | +1.4% |
| 6M | 0.0% | -12.8% | +12.9% | +0.7% |
| YTD | -9.3% | -49.2% | +39.9% | -5.1% |
| 1Y | -9.3% | -37.7% | +28.4% | -6.7% |
| 3Y | +8.6% | -74.7% | +83.3% | +22.5% |
| All | +8.6% | -74.3% | +82.9% | +22.5% |
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 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