+63.9%
META vs LULU
-73.2%
+137.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.5% |
| 7D | +6.0% | -12.6% | +18.6% | +10.3% |
| 30D | +3.6% | -19.7% | +23.4% | +11.1% |
| 3M | +4.9% | -12.2% | +17.1% | +8.3% |
| 6M | -4.7% | -39.3% | +34.6% | +12.6% |
| YTD | -6.9% | -50.3% | +43.4% | +17.9% |
| 1Y | -18.2% | -38.6% | +20.4% | -5.5% |
| 3Y | +107.8% | -74.0% | +181.7% | +216.8% |
| 5Y | +63.9% | -72.9% | +136.8% | +126.1% |
| All | +63.9% | -73.2% | +137.1% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling