+413.8%
MS vs LULU
+704.9%
-291.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -17.4% | +17.6% | +5.6% |
| 7D | +1.4% | -16.7% | +18.1% | +6.5% |
| 30D | -0.3% | -18.5% | +18.3% | +5.3% |
| 3M | +0.3% | -19.5% | +19.8% | +5.5% |
| 6M | +31.3% | -41.9% | +73.3% | +52.1% |
| YTD | +24.7% | -51.6% | +76.2% | +52.5% |
| 1Y | +47.9% | -51.2% | +99.1% | +77.8% |
| 3Y | +178.3% | -75.1% | +253.4% | +294.2% |
| 5Y | +144.9% | -74.1% | +219.0% | +227.9% |
| 10Y | +804.5% | +46.7% | +757.8% | +535.6% |
| All | +413.8% | +704.9% | -291.1% | +22.7% |
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 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