+102.0%
META vs LULU
-72.6%
+174.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.8% |
| 7D | +5.7% | +4.4% | +1.4% | +4.8% |
| 30D | -10.8% | +19.1% | -29.8% | -14.2% |
| 3M | +8.4% | -12.5% | +20.9% | +10.8% |
| 6M | +5.4% | -14.2% | +19.6% | +7.9% |
| YTD | -2.6% | -45.8% | +43.3% | +9.7% |
| 1Y | +3.5% | -32.3% | +35.8% | +10.6% |
| 3Y | +102.0% | -72.3% | +174.3% | +150.2% |
| All | +102.0% | -72.6% | +174.6% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling