+91.3%
PPL vs LULU
+704.9%
-613.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.4% | +17.4% | +1.8% |
| 7D | +2.7% | -16.7% | +19.4% | +4.4% |
| 30D | +0.5% | -18.5% | +19.0% | +2.3% |
| 3M | +0.7% | -19.5% | +20.1% | +2.5% |
| 6M | -7.6% | -41.9% | +34.3% | -3.0% |
| YTD | +1.8% | -51.6% | +53.4% | +8.7% |
| 1Y | -0.8% | -51.2% | +50.4% | +5.5% |
| 3Y | +56.9% | -75.1% | +132.0% | +75.5% |
| 5Y | +39.5% | -74.1% | +113.6% | +52.5% |
| 10Y | +55.4% | +46.7% | +8.7% | +36.2% |
| All | +91.3% | +704.9% | -613.6% | -3.4% |
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