+20.8%
MCD vs LULU
-76.8%
+97.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.6% | -4.6% | +3.0% | -1.1% |
| 30D | +14.1% | +12.3% | +1.8% | +12.7% |
| 3M | +0.6% | -11.6% | +12.2% | +1.6% |
| 6M | 0.0% | -12.8% | +12.9% | +0.9% |
| YTD | -9.3% | -49.2% | +39.9% | -3.7% |
| 1Y | -9.3% | -37.7% | +28.4% | -5.8% |
| 3Y | +8.6% | -74.7% | +83.3% | +22.3% |
| All | +20.8% | -76.8% | +97.6% | +31.1% |
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 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