-10.9%
MSCI vs LULU
-77.2%
+66.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.6% | -0.5% |
| 7D | -4.7% | -20.4% | +15.7% | +0.7% |
| 30D | -2.2% | -22.9% | +20.7% | +4.2% |
| 3M | -9.7% | -18.5% | +8.9% | -5.6% |
| 6M | +0.3% | -41.8% | +42.0% | +14.4% |
| YTD | -3.5% | -53.4% | +49.9% | +17.0% |
| 1Y | -1.4% | -40.9% | +39.5% | +10.5% |
| 3Y | +6.6% | -75.6% | +82.1% | +49.1% |
| 5Y | -10.9% | -77.2% | +66.3% | +33.2% |
| All | -10.9% | -77.2% | +66.2% | +33.2% |
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