+5.3%
MSCI vs LULU
-76.8%
+82.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +2.7% | -4.6% | +7.3% | +3.9% |
| 30D | +17.4% | +12.3% | +5.1% | +13.7% |
| 3M | +14.8% | -11.6% | +26.5% | +17.5% |
| 6M | +16.1% | -12.8% | +29.0% | +18.7% |
| YTD | +16.0% | -49.2% | +65.2% | +36.6% |
| 1Y | +16.4% | -37.7% | +54.2% | +28.7% |
| 3Y | +35.3% | -74.7% | +110.0% | +89.0% |
| All | +5.3% | -76.8% | +82.1% | +65.3% |
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