+24.5%
PH vs LULU
-39.6%
+64.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.5% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | -11.0% | -18.1% | +7.1% | -9.3% |
| 3M | +5.5% | -18.8% | +24.3% | +7.7% |
| 6M | +1.5% | -39.2% | +40.7% | +7.6% |
| YTD | +8.8% | -52.4% | +61.1% | +18.8% |
| 1Y | +24.5% | -40.3% | +64.8% | +30.7% |
| All | +24.5% | -39.6% | +64.1% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling