+179.1%
MS vs LULU
-74.3%
+253.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.1% |
| 7D | +2.5% | -12.6% | +15.0% | +4.6% |
| 30D | 0.0% | -19.7% | +19.7% | +3.6% |
| 3M | +2.4% | -12.2% | +14.7% | +4.0% |
| 6M | +36.4% | -39.3% | +75.7% | +48.8% |
| YTD | +23.8% | -50.3% | +74.2% | +40.4% |
| 1Y | +48.6% | -38.6% | +87.2% | +60.9% |
| 3Y | +179.1% | -74.0% | +253.1% | +235.6% |
| All | +179.1% | -74.3% | +253.4% | +235.6% |
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 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