+27.4%
O vs LULU
-75.0%
+102.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -2.9% | -1.6% | -1.2% | -2.8% |
| 30D | -4.5% | -18.1% | +13.6% | -4.2% |
| 3M | -2.6% | -18.8% | +16.1% | -2.4% |
| 6M | -5.6% | -39.2% | +33.6% | -5.1% |
| YTD | +9.3% | -52.4% | +61.6% | +10.2% |
| 1Y | +4.3% | -40.3% | +44.6% | +4.8% |
| 3Y | +27.4% | -75.1% | +102.5% | +30.4% |
| All | +27.4% | -75.0% | +102.5% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling