-1.4%
MSCI vs LULU
-41.2%
+39.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.6% | -0.9% |
| 7D | -4.7% | -20.4% | +15.7% | -2.2% |
| 30D | -2.2% | -22.9% | +20.7% | +0.7% |
| 3M | -9.7% | -18.5% | +8.9% | -7.9% |
| 6M | +0.3% | -41.8% | +42.0% | +6.4% |
| YTD | -3.5% | -53.4% | +49.9% | +5.1% |
| 1Y | -1.4% | -40.9% | +39.5% | +5.7% |
| All | -1.4% | -41.2% | +39.8% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling