+75.3%
PEP vs LULU
+53.6%
+21.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | -1.0% | -1.6% | +0.7% | -0.8% |
| 30D | -0.7% | -18.1% | +17.5% | +1.3% |
| 3M | -4.1% | -18.8% | +14.6% | -2.3% |
| 6M | -13.1% | -39.2% | +26.1% | -8.9% |
| YTD | -2.1% | -52.4% | +50.2% | +5.2% |
| 1Y | -1.7% | -40.3% | +38.6% | +2.7% |
| 3Y | -15.1% | -75.1% | +60.0% | -3.8% |
| 5Y | +3.1% | -76.7% | +79.9% | +15.5% |
| All | +75.3% | +53.6% | +21.7% | +71.5% |
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