+291.9%
MMM vs LULU
+725.5%
-433.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -1.6% | -12.6% | +11.0% | +0.3% |
| 30D | -8.0% | -19.7% | +11.7% | -4.9% |
| 3M | +9.4% | -12.2% | +21.6% | +11.1% |
| 6M | +10.2% | -39.3% | +49.6% | +18.8% |
| YTD | +6.1% | -50.3% | +56.5% | +18.2% |
| 1Y | +10.8% | -38.6% | +49.4% | +18.7% |
| 3Y | +104.8% | -74.0% | +178.7% | +147.1% |
| 5Y | +27.0% | -72.9% | +99.9% | +48.7% |
| 10Y | +53.8% | +56.2% | -2.4% | +29.4% |
| All | +291.9% | +725.5% | -433.7% | +98.9% |
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