+273.0%
PEP vs LULU
+704.9%
-431.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.4% | +16.7% | +1.1% |
| 7D | -1.4% | -16.7% | +15.3% | +0.2% |
| 30D | +0.2% | -18.5% | +18.8% | +2.1% |
| 3M | -1.1% | -19.5% | +18.3% | +0.7% |
| 6M | -13.5% | -41.9% | +28.4% | -9.3% |
| YTD | -1.2% | -51.6% | +50.4% | +5.3% |
| 1Y | -1.6% | -51.2% | +49.6% | +4.4% |
| 3Y | -12.5% | -75.1% | +62.6% | -2.4% |
| 5Y | +3.0% | -74.1% | +77.1% | +12.6% |
| 10Y | +73.9% | +46.7% | +27.2% | +57.2% |
| All | +273.0% | +704.9% | -431.9% | +141.0% |
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