-16.4%
PINS vs LULU
-41.4%
+25.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -17.4% | +15.2% | +6.5% |
| 7D | -12.0% | -16.7% | +4.7% | -4.7% |
| 30D | -12.7% | -18.5% | +5.9% | -4.5% |
| 3M | -5.5% | -19.5% | +13.9% | +3.3% |
| 6M | +5.3% | -41.9% | +47.2% | +34.6% |
| YTD | -21.2% | -51.6% | +30.4% | +9.9% |
| 1Y | -45.0% | -51.2% | +6.1% | -26.3% |
| 3Y | -26.2% | -75.1% | +48.9% | +32.2% |
| 5Y | -64.0% | -74.1% | +10.1% | -41.5% |
| All | -16.4% | -41.4% | +25.0% | -30.3% |
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