-0.8%
MSFT vs LULU
-49.9%
+49.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -17.4% | +15.3% | +1.6% |
| 7D | -2.7% | -16.7% | +14.0% | +0.7% |
| 30D | +2.7% | -18.5% | +21.2% | +6.7% |
| 3M | +17.0% | -19.5% | +36.4% | +21.3% |
| 6M | +23.8% | -41.9% | +65.7% | +34.9% |
| YTD | +4.0% | -51.6% | +55.6% | +14.9% |
| 1Y | -0.8% | -51.2% | +50.4% | +9.5% |
| All | -0.8% | -49.9% | +49.1% | +9.5% |
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