+439.9%
PAYX vs LULU
+691.8%
-251.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.1% |
| 7D | -4.9% | -1.6% | -3.2% | -4.6% |
| 30D | -3.8% | -18.1% | +14.3% | -0.4% |
| 3M | +17.9% | -18.8% | +36.6% | +22.1% |
| 6M | +26.1% | -39.2% | +65.3% | +37.4% |
| YTD | +6.7% | -52.4% | +59.1% | +21.9% |
| 1Y | -10.7% | -40.3% | +29.6% | -2.9% |
| 3Y | +7.0% | -75.1% | +82.1% | +33.2% |
| 5Y | +22.6% | -76.7% | +99.4% | +51.4% |
| 10Y | +166.5% | +52.7% | +113.8% | +124.8% |
| All | +439.9% | +691.8% | -251.8% | +157.1% |
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