+50.7%
O vs LULU
+53.6%
-2.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -2.9% | -1.6% | -1.2% | -2.6% |
| 30D | -4.5% | -18.1% | +13.6% | -2.1% |
| 3M | -2.6% | -18.8% | +16.1% | -0.2% |
| 6M | -5.6% | -39.2% | +33.6% | +0.3% |
| YTD | +9.3% | -52.4% | +61.6% | +20.2% |
| 1Y | +4.3% | -40.3% | +44.6% | +10.4% |
| 3Y | +27.4% | -75.1% | +102.5% | +50.5% |
| 5Y | +17.1% | -76.7% | +93.8% | +36.2% |
| All | +50.7% | +53.6% | -2.9% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling