-17.3%
META vs LULU
-49.9%
+32.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -17.4% | +18.4% | +4.1% |
| 7D | +6.7% | -16.7% | +23.4% | +9.8% |
| 30D | +4.8% | -18.5% | +23.3% | +8.3% |
| 3M | -1.6% | -19.5% | +17.8% | +1.7% |
| 6M | -7.5% | -41.9% | +34.4% | +0.3% |
| YTD | -6.4% | -51.6% | +45.2% | +3.8% |
| 1Y | -17.3% | -51.2% | +33.8% | -11.0% |
| All | -17.3% | -49.9% | +32.6% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling