+2,396.1%
MUU vs LULU
-63.8%
+2,459.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | -8.2% | -1.6% | -6.6% | -7.9% |
| 30D | +10.2% | -18.1% | +28.3% | +14.0% |
| 3M | -26.5% | -18.8% | -7.7% | -25.2% |
| 6M | +227.2% | -39.2% | +266.4% | +282.3% |
| YTD | +527.4% | -52.4% | +579.8% | +705.9% |
| 1Y | +1,843.7% | -40.3% | +1,884.0% | +2,104.2% |
| All | +2,396.1% | -63.8% | +2,459.9% | +3,843.6% |
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