+49.1%
MSFT vs LULU
-75.6%
+124.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.7% |
| 7D | -3.5% | -20.4% | +17.0% | +0.3% |
| 30D | -2.1% | -22.9% | +20.8% | +2.2% |
| 3M | +24.2% | -18.5% | +42.7% | +28.2% |
| 6M | +21.9% | -41.8% | +63.6% | +32.5% |
| YTD | +2.5% | -53.4% | +55.9% | +15.0% |
| 1Y | -0.8% | -40.9% | +40.1% | +7.1% |
| All | +49.1% | -75.6% | +124.7% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling