+37.7%
PPL vs LULU
-73.2%
+110.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.2% |
| 7D | +1.8% | -12.6% | +14.3% | +2.3% |
| 30D | -1.1% | -19.7% | +18.7% | -0.1% |
| 3M | 0.0% | -12.2% | +12.2% | +0.5% |
| 6M | -7.6% | -39.3% | +31.8% | -5.6% |
| YTD | +1.7% | -50.3% | +52.1% | +5.0% |
| 1Y | +1.5% | -38.6% | +40.1% | +3.4% |
| 3Y | +55.3% | -74.0% | +129.2% | +64.7% |
| 5Y | +37.7% | -72.9% | +110.6% | +39.5% |
| All | +37.7% | -73.2% | +110.9% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling