+1,006.3%
MO vs LULU
+691.8%
+314.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +0.1% | -1.6% | +1.8% | +0.2% |
| 30D | +7.1% | -18.1% | +25.3% | +8.5% |
| 3M | -2.0% | -18.8% | +16.8% | -0.7% |
| 6M | +7.3% | -39.2% | +46.5% | +10.6% |
| YTD | +23.5% | -52.4% | +75.8% | +29.4% |
| 1Y | +11.0% | -40.3% | +51.3% | +14.1% |
| 3Y | +95.0% | -75.1% | +170.1% | +111.3% |
| 5Y | +100.6% | -76.7% | +177.4% | +115.6% |
| 10Y | +114.5% | +52.7% | +61.8% | +92.7% |
| All | +1,006.3% | +691.8% | +314.5% | +658.6% |
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