+53.4%
PPL vs LULU
+50.4%
+3.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | -0.7% |
| 7D | -2.6% | -20.4% | +17.9% | -0.8% |
| 30D | -3.0% | -22.9% | +19.8% | -1.1% |
| 3M | -3.9% | -18.5% | +14.7% | -2.4% |
| 6M | -8.9% | -41.8% | +32.9% | -5.0% |
| YTD | -0.8% | -53.4% | +52.6% | +5.4% |
| 1Y | -2.1% | -40.9% | +38.8% | +1.5% |
| 3Y | +51.4% | -75.6% | +127.0% | +67.9% |
| 5Y | +36.3% | -77.2% | +113.5% | +49.4% |
| All | +53.4% | +50.4% | +3.0% | +53.4% |
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 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