+128.3%
PM vs LULU
-75.6%
+203.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.1% |
| 7D | +1.9% | -20.4% | +22.4% | +1.5% |
| 30D | +1.9% | -22.9% | +24.8% | +1.4% |
| 3M | +4.6% | -18.5% | +23.1% | +4.2% |
| 6M | +11.7% | -41.8% | +53.5% | +10.4% |
| YTD | +20.4% | -53.4% | +73.7% | +18.6% |
| 1Y | +19.0% | -40.9% | +59.8% | +17.7% |
| All | +128.3% | -75.6% | +203.8% | +128.1% |
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