+101.6%
PSX vs LULU
-39.6%
+141.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.5% |
| 7D | +1.7% | -1.6% | +3.3% | +1.6% |
| 30D | +15.6% | -18.1% | +33.8% | +13.9% |
| 3M | +46.5% | -18.8% | +65.2% | +44.2% |
| 6M | +55.0% | -39.2% | +94.2% | +49.4% |
| YTD | +105.3% | -52.4% | +157.7% | +96.2% |
| 1Y | +101.6% | -40.3% | +141.9% | +88.9% |
| All | +101.6% | -39.6% | +141.2% | +88.9% |
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