+781.0%
MS vs LULU
+53.6%
+727.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.2% |
| 7D | -1.5% | -1.6% | +0.1% | -1.1% |
| 30D | -1.5% | -18.1% | +16.6% | +3.1% |
| 3M | +1.4% | -18.8% | +20.1% | +5.8% |
| 6M | +34.7% | -39.2% | +73.9% | +51.4% |
| YTD | +22.7% | -52.4% | +75.1% | +47.4% |
| 1Y | +40.1% | -40.3% | +80.4% | +56.8% |
| 3Y | +181.4% | -75.1% | +256.5% | +284.5% |
| 5Y | +142.6% | -76.7% | +219.3% | +225.7% |
| All | +781.0% | +53.6% | +727.4% | +719.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling