-0.2%
PPL vs LULU
-40.6%
+40.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.5% |
| 7D | 0.0% | -16.9% | +17.0% | +0.3% |
| 30D | -1.3% | -22.0% | +20.7% | -0.9% |
| 3M | -2.6% | -17.8% | +15.3% | -2.4% |
| 6M | -8.4% | -41.3% | +32.8% | -7.7% |
| YTD | +0.2% | -52.0% | +52.2% | +2.1% |
| 1Y | -0.2% | -39.8% | +39.6% | +0.3% |
| All | -0.2% | -40.6% | +40.3% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling