+84.3%
MKSI vs LULU
-76.9%
+161.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.2% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | -12.8% | -18.1% | +5.3% | -7.1% |
| 3M | -22.5% | -18.8% | -3.7% | -18.4% |
| 6M | +19.4% | -39.2% | +58.6% | +42.9% |
| YTD | +67.7% | -52.4% | +120.1% | +123.1% |
| 1Y | +131.4% | -40.3% | +171.7% | +171.4% |
| 3Y | +197.3% | -75.1% | +272.4% | +405.8% |
| All | +84.3% | -76.9% | +161.2% | +207.8% |
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