+82.7%
MET vs LULU
-76.9%
+159.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | +0.5% | -18.1% | +18.6% | +4.0% |
| 3M | +11.6% | -18.8% | +30.4% | +15.4% |
| 6M | +40.8% | -39.2% | +80.0% | +53.5% |
| YTD | +25.7% | -52.4% | +78.0% | +43.6% |
| 1Y | +24.4% | -40.3% | +64.7% | +35.2% |
| 3Y | +67.5% | -75.1% | +142.6% | +107.7% |
| All | +82.7% | -76.9% | +159.6% | +113.6% |
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