+8,541.6%
MU vs LULU
+725.5%
+7,816.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.6% |
| 7D | +7.2% | -12.6% | +19.7% | +11.3% |
| 30D | +14.0% | -19.7% | +33.7% | +21.5% |
| 3M | +5.4% | -12.2% | +17.6% | +7.0% |
| 6M | +170.3% | -39.3% | +209.6% | +214.6% |
| YTD | +250.7% | -50.3% | +301.0% | +336.3% |
| 1Y | +662.1% | -38.6% | +700.7% | +766.0% |
| 3Y | +1,341.2% | -74.0% | +1,415.2% | +2,043.2% |
| 5Y | +1,319.3% | -72.9% | +1,392.3% | +1,908.1% |
| 10Y | +5,778.3% | +56.2% | +5,722.1% | +3,864.6% |
| All | +8,541.6% | +725.5% | +7,816.1% | +1,741.4% |
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