+1,903.2%
PH vs LULU
+725.5%
+1,177.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.4% |
| 7D | +0.4% | -12.6% | +12.9% | +3.4% |
| 30D | -10.8% | -19.7% | +8.9% | -6.1% |
| 3M | +8.5% | -12.2% | +20.7% | +11.0% |
| 6M | +3.9% | -39.3% | +43.3% | +16.6% |
| YTD | +9.4% | -50.3% | +59.8% | +29.1% |
| 1Y | +26.8% | -38.6% | +65.4% | +40.3% |
| 3Y | +140.8% | -74.0% | +214.8% | +222.1% |
| 5Y | +253.8% | -72.9% | +326.7% | +353.4% |
| 10Y | +792.3% | +56.2% | +736.2% | +592.3% |
| All | +1,903.2% | +725.5% | +1,177.7% | +626.6% |
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