-78.0%
PATH vs LULU
-68.3%
-9.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -17.4% | +0.7% | -7.2% |
| 7D | -16.3% | -16.7% | +0.4% | -7.2% |
| 30D | +9.9% | -18.5% | +28.5% | +22.8% |
| 3M | +30.2% | -19.5% | +49.6% | +45.8% |
| 6M | +37.2% | -41.9% | +79.1% | +81.4% |
| YTD | -7.3% | -51.6% | +44.3% | +35.0% |
| 1Y | +40.0% | -51.2% | +91.2% | +96.7% |
| 3Y | -4.4% | -75.1% | +70.7% | +86.5% |
| 5Y | -76.0% | -74.1% | -1.9% | -57.8% |
| All | -78.0% | -68.3% | -9.7% | -65.6% |
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 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