-2.6%
MCD vs LULU
-74.8%
+72.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.6% |
| 7D | -2.9% | -16.9% | +14.1% | -1.5% |
| 30D | -6.7% | -22.0% | +15.2% | -5.0% |
| 3M | -9.6% | -17.8% | +8.3% | -8.3% |
| 6M | -22.3% | -41.3% | +19.0% | -19.5% |
| YTD | -15.4% | -52.0% | +36.6% | -11.0% |
| 1Y | -16.8% | -39.8% | +23.0% | -14.1% |
| All | -2.6% | -74.8% | +72.2% | +7.1% |
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