+213.4%
MET vs LULU
+697.8%
-484.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.2% |
| 7D | -0.8% | -16.9% | +16.2% | +4.3% |
| 30D | -1.4% | -22.0% | +20.6% | +5.5% |
| 3M | +12.5% | -17.8% | +30.4% | +18.0% |
| 6M | +37.1% | -41.3% | +78.4% | +57.8% |
| YTD | +23.8% | -52.0% | +75.8% | +50.9% |
| 1Y | +24.1% | -39.8% | +63.9% | +40.3% |
| 3Y | +65.2% | -74.8% | +140.0% | +130.4% |
| 5Y | +82.3% | -76.3% | +158.6% | +147.1% |
| 10Y | +241.6% | +53.9% | +187.7% | +127.9% |
| All | +213.4% | +697.8% | -484.4% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling