+3.4%
PEP vs LULU
-77.2%
+80.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | -1.4% | -20.4% | +19.1% | +0.2% |
| 30D | -0.2% | -22.9% | +22.7% | +1.5% |
| 3M | -4.3% | -18.5% | +14.2% | -3.1% |
| 6M | -13.2% | -41.8% | +28.6% | -10.2% |
| YTD | -1.9% | -53.4% | +51.5% | +3.0% |
| 1Y | -0.3% | -40.9% | +40.6% | +2.5% |
| 3Y | -13.6% | -75.6% | +61.9% | -5.9% |
| 5Y | +3.4% | -77.2% | +80.6% | +10.2% |
| All | +3.4% | -77.2% | +80.5% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling