+2,322.2%
MSCI vs LULU
+379.1%
+1,943.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.6% | -6.3% | -4.5% |
| 7D | -2.1% | -12.6% | +10.5% | +1.0% |
| 30D | -1.7% | -19.7% | +18.0% | +3.6% |
| 3M | -8.2% | -12.2% | +4.0% | -5.9% |
| 6M | -2.4% | -39.3% | +36.9% | +9.8% |
| YTD | -2.8% | -50.3% | +47.5% | +15.1% |
| 1Y | -2.7% | -38.6% | +36.0% | +8.0% |
| 3Y | +7.3% | -74.0% | +81.3% | +43.4% |
| 5Y | -11.4% | -72.9% | +61.5% | +14.8% |
| 10Y | +605.8% | +56.2% | +549.7% | +461.6% |
| All | +2,322.2% | +379.1% | +1,943.1% | +838.1% |
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