+65.0%
PPL vs LULU
+88.3%
-23.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.7% |
| 7D | -1.0% | -4.1% | +3.2% | -0.6% |
| 30D | +3.0% | +13.5% | -10.5% | +1.8% |
| 3M | +1.1% | -14.5% | +15.6% | +2.2% |
| 6M | -0.8% | -15.0% | +14.2% | +0.1% |
| YTD | +3.5% | -48.3% | +51.8% | +8.9% |
| 1Y | -0.9% | -36.7% | +35.8% | +2.2% |
| 3Y | +54.2% | -74.0% | +128.2% | +70.5% |
| 5Y | +46.3% | -76.3% | +122.6% | +60.4% |
| 10Y | +65.0% | +85.8% | -20.7% | +57.1% |
| All | +65.0% | +88.3% | -23.2% | +57.1% |
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 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