+7.0%
PAYX vs LULU
-75.0%
+82.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.3% |
| 7D | -4.9% | -1.6% | -3.2% | -4.7% |
| 30D | -3.8% | -18.1% | +14.3% | -1.4% |
| 3M | +17.9% | -18.8% | +36.6% | +20.7% |
| 6M | +26.1% | -39.2% | +65.3% | +33.4% |
| YTD | +6.7% | -52.4% | +59.1% | +16.3% |
| 1Y | -10.7% | -40.3% | +29.6% | -5.4% |
| 3Y | +7.0% | -75.1% | +82.1% | +20.8% |
| All | +7.0% | -75.0% | +82.0% | +20.8% |
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 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