+1,527.5%
META vs LULU
+48.5%
+1,479.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -17.4% | +18.4% | +6.1% |
| 7D | +6.7% | -16.7% | +23.4% | +11.8% |
| 30D | +4.8% | -18.5% | +23.3% | +10.3% |
| 3M | -1.6% | -19.5% | +17.8% | +3.6% |
| 6M | -7.5% | -41.9% | +34.4% | +6.9% |
| YTD | -6.4% | -51.6% | +45.2% | +13.5% |
| 1Y | -17.3% | -51.2% | +33.8% | -1.3% |
| 3Y | +109.9% | -75.1% | +185.0% | +193.9% |
| 5Y | +65.4% | -74.1% | +139.5% | +124.5% |
| 10Y | +391.8% | +46.7% | +345.1% | +375.9% |
| All | +1,527.5% | +48.5% | +1,479.0% | +1,394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling