+243.7%
PH vs LULU
-77.4%
+321.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -0.9% |
| 7D | -3.1% | -20.4% | +17.3% | +1.8% |
| 30D | -11.8% | -22.9% | +11.1% | -6.7% |
| 3M | +6.9% | -18.5% | +25.5% | +11.2% |
| 6M | -1.3% | -41.8% | +40.5% | +11.3% |
| YTD | +7.0% | -53.4% | +60.3% | +27.3% |
| 1Y | +23.1% | -40.9% | +64.0% | +36.5% |
| 3Y | +135.4% | -75.6% | +210.9% | +218.1% |
| All | +243.7% | -77.4% | +321.1% | +356.5% |
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 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