+2,275.1%
MSFT vs LULU
+725.5%
+1,549.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.7% |
| 7D | -1.4% | -12.6% | +11.1% | +1.0% |
| 30D | -1.0% | -19.7% | +18.7% | +3.2% |
| 3M | +20.2% | -12.2% | +32.4% | +22.9% |
| 6M | +21.3% | -39.3% | +60.6% | +33.4% |
| YTD | +2.8% | -50.3% | +53.1% | +17.7% |
| 1Y | 0.0% | -38.6% | +38.6% | +8.9% |
| 3Y | +51.2% | -74.0% | +125.2% | +90.1% |
| 5Y | +71.4% | -72.9% | +144.3% | +109.8% |
| 10Y | +868.6% | +56.2% | +812.4% | +746.0% |
| All | +2,275.1% | +725.5% | +1,549.5% | +1,127.0% |
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