+5.4%
MMM vs LULU
-39.6%
+45.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -9.8% | -18.1% | +8.3% | -7.3% |
| 3M | +4.9% | -18.8% | +23.7% | +7.9% |
| 6M | +7.3% | -39.2% | +46.5% | +17.3% |
| YTD | +4.5% | -52.4% | +56.9% | +22.4% |
| 1Y | +5.4% | -40.3% | +45.7% | +14.5% |
| All | +5.4% | -39.6% | +45.0% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling