+408.0%
META vs LULU
+53.6%
+354.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | +5.1% | -1.6% | +6.7% | +5.5% |
| 30D | +12.0% | -18.1% | +30.1% | +18.6% |
| 3M | +14.1% | -18.8% | +32.9% | +20.9% |
| 6M | -0.9% | -39.2% | +38.3% | +15.8% |
| YTD | -1.7% | -52.4% | +50.7% | +24.4% |
| 1Y | -13.4% | -40.3% | +26.9% | +0.2% |
| 3Y | +112.6% | -75.1% | +187.6% | +217.8% |
| 5Y | +72.6% | -76.7% | +149.4% | +156.2% |
| All | +408.0% | +53.6% | +354.4% | +389.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling