+210.9%
PM vs LULU
+53.6%
+157.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | +4.7% | -1.6% | +6.3% | +4.8% |
| 30D | +2.6% | -18.1% | +20.7% | +4.0% |
| 3M | +6.6% | -18.8% | +25.3% | +7.9% |
| 6M | +16.5% | -39.2% | +55.7% | +20.2% |
| YTD | +21.2% | -52.4% | +73.5% | +27.4% |
| 1Y | +17.9% | -40.3% | +58.2% | +21.4% |
| 3Y | +129.8% | -75.1% | +204.9% | +152.3% |
| 5Y | +133.0% | -76.7% | +209.8% | +153.6% |
| All | +210.9% | +53.6% | +157.3% | +202.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling