+137.1%
PH vs LULU
-75.6%
+212.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -1.1% |
| 7D | -3.1% | -20.4% | +17.3% | +0.7% |
| 30D | -11.8% | -22.9% | +11.1% | -7.8% |
| 3M | +6.9% | -18.5% | +25.5% | +10.3% |
| 6M | -1.3% | -41.8% | +40.5% | +8.7% |
| YTD | +7.0% | -53.4% | +60.3% | +23.1% |
| 1Y | +23.1% | -40.9% | +64.0% | +33.8% |
| All | +137.1% | -75.6% | +212.7% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling