+19.4%
MKSI vs LULU
-40.9%
+60.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.6% |
| 30D | -12.8% | -18.1% | +5.3% | -13.2% |
| 3M | -22.5% | -18.8% | -3.7% | -21.2% |
| 6M | +19.4% | -39.2% | +58.6% | +35.9% |
| All | +19.4% | -40.9% | +60.3% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling