+773.5%
PM vs LULU
+697.1%
+76.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.0% |
| 7D | -1.3% | -12.6% | +11.3% | -0.2% |
| 30D | -2.6% | -19.7% | +17.2% | -0.7% |
| 3M | +5.8% | -12.2% | +18.0% | +6.8% |
| 6M | +10.6% | -39.3% | +49.9% | +15.1% |
| YTD | +17.2% | -50.3% | +67.5% | +24.2% |
| 1Y | +17.6% | -38.6% | +56.3% | +21.8% |
| 3Y | +124.3% | -74.0% | +198.2% | +148.3% |
| 5Y | +125.1% | -72.9% | +198.0% | +143.3% |
| 10Y | +198.6% | +56.2% | +142.5% | +158.7% |
| All | +773.5% | +697.1% | +76.4% | +443.4% |
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