+43.7%
PYPL vs LULU
+53.7%
-10.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -0.7% |
| 7D | -4.3% | -16.9% | +12.6% | +1.7% |
| 30D | -11.5% | -22.0% | +10.5% | -4.3% |
| 3M | +26.1% | -17.8% | +44.0% | +33.4% |
| 6M | +13.7% | -41.3% | +54.9% | +34.8% |
| YTD | -9.8% | -52.0% | +42.2% | +15.1% |
| 1Y | -22.1% | -39.8% | +17.8% | -9.1% |
| 3Y | -13.5% | -74.8% | +61.3% | +31.6% |
| 5Y | -81.6% | -76.3% | -5.3% | -72.4% |
| 10Y | +38.8% | +53.9% | -15.1% | +32.1% |
| All | +43.7% | +53.7% | -10.0% | +39.1% |
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