-14.3%
META vs LULU
-40.6%
+26.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.4% | +9.9% | +7.2% |
| 7D | +10.3% | -16.9% | +27.2% | +14.1% |
| 30D | +9.9% | -22.0% | +31.9% | +15.5% |
| 3M | +11.9% | -17.8% | +29.8% | +15.7% |
| 6M | +1.2% | -41.3% | +42.4% | +12.3% |
| YTD | -0.8% | -52.0% | +51.2% | +15.1% |
| 1Y | -14.3% | -39.8% | +25.5% | -8.0% |
| All | -14.3% | -40.6% | +26.2% | -8.0% |
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