+1,313.3%
MKSI vs LULU
+691.8%
+621.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.4% |
| 7D | +2.7% | -1.6% | +4.3% | +3.2% |
| 30D | -12.8% | -18.1% | +5.3% | -8.1% |
| 3M | -22.5% | -18.8% | -3.7% | -19.1% |
| 6M | +19.4% | -39.2% | +58.6% | +37.2% |
| YTD | +67.7% | -52.4% | +120.1% | +108.2% |
| 1Y | +131.4% | -40.3% | +171.7% | +163.5% |
| 3Y | +197.3% | -75.1% | +272.4% | +344.3% |
| 5Y | +87.0% | -76.7% | +163.7% | +180.9% |
| 10Y | +522.1% | +52.7% | +469.4% | +415.9% |
| All | +1,313.3% | +691.8% | +621.5% | +448.5% |
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