+1,245.2%
MU vs LULU
-76.9%
+1,322.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | -4.1% | -1.6% | -2.4% | -3.7% |
| 30D | +7.0% | -18.1% | +25.1% | +11.8% |
| 3M | -2.1% | -18.8% | +16.7% | +1.4% |
| 6M | +133.1% | -39.2% | +172.3% | +165.8% |
| YTD | +241.9% | -52.4% | +294.3% | +321.1% |
| 1Y | +548.8% | -40.3% | +589.1% | +628.6% |
| 3Y | +1,308.2% | -75.1% | +1,383.3% | +1,959.0% |
| All | +1,245.2% | -76.9% | +1,322.1% | +1,782.6% |
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