+176.8%
MS vs LULU
-74.3%
+251.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.6% |
| 7D | +5.1% | -4.6% | +9.7% | +5.9% |
| 30D | +5.7% | +12.3% | -6.6% | +3.4% |
| 3M | -12.2% | -11.6% | -0.5% | -10.8% |
| 6M | -0.5% | -12.8% | +12.3% | +1.0% |
| YTD | +9.8% | -49.2% | +59.0% | +23.7% |
| 1Y | +17.7% | -37.7% | +55.5% | +27.1% |
| 3Y | +176.8% | -74.7% | +251.5% | +221.8% |
| All | +176.8% | -74.3% | +251.1% | +221.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling