+143.2%
MS vs LULU
-77.0%
+220.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.4% |
| 7D | +1.7% | -16.9% | +18.6% | +5.5% |
| 30D | 0.0% | -22.0% | +22.0% | +5.2% |
| 3M | +3.0% | -17.8% | +20.8% | +6.6% |
| 6M | +35.7% | -41.3% | +76.9% | +51.8% |
| YTD | +23.3% | -52.0% | +75.3% | +44.7% |
| 1Y | +44.7% | -39.8% | +84.5% | +59.5% |
| 3Y | +178.0% | -74.8% | +252.8% | +265.5% |
| 5Y | +143.2% | -76.3% | +219.5% | +211.7% |
| All | +143.2% | -77.0% | +220.2% | +211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling