+1,139.1%
PSX vs LULU
+36.0%
+1,103.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.2% |
| 7D | +1.8% | -16.9% | +18.8% | +4.7% |
| 30D | +21.6% | -22.0% | +43.6% | +26.2% |
| 3M | +46.5% | -17.8% | +64.3% | +50.2% |
| 6M | +62.0% | -41.3% | +103.3% | +74.8% |
| YTD | +106.3% | -52.0% | +158.3% | +130.1% |
| 1Y | +103.0% | -39.8% | +142.8% | +115.9% |
| 3Y | +135.5% | -74.8% | +210.4% | +185.7% |
| 5Y | +368.5% | -76.3% | +444.8% | +459.8% |
| 10Y | +386.6% | +53.9% | +332.7% | +325.9% |
| All | +1,139.1% | +36.0% | +1,103.1% | +955.4% |
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