+68.2%
QCOM vs LULU
-74.0%
+142.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +2.6% |
| 7D | +5.1% | -12.6% | +17.6% | +7.8% |
| 30D | +4.3% | -19.7% | +24.0% | +9.1% |
| 3M | -19.6% | -12.2% | -7.4% | -18.1% |
| 6M | +29.5% | -39.3% | +68.8% | +44.6% |
| YTD | +3.4% | -50.3% | +53.7% | +21.6% |
| 1Y | +10.9% | -38.6% | +49.5% | +22.9% |
| All | +68.2% | -74.0% | +142.2% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling