+553.1%
QCOM vs LULU
+745.2%
-192.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -2.9% |
| 7D | +4.3% | -4.6% | +8.9% | +5.4% |
| 30D | -0.1% | +12.3% | -12.4% | -3.0% |
| 3M | +5.2% | -11.6% | +16.9% | +7.5% |
| 6M | -18.4% | -12.8% | -5.5% | -16.8% |
| YTD | +2.4% | -49.2% | +51.6% | +18.1% |
| 1Y | +0.9% | -37.7% | +38.6% | +10.5% |
| 3Y | +48.4% | -74.7% | +123.1% | +94.7% |
| 5Y | +16.6% | -76.7% | +93.2% | +53.1% |
| 10Y | +237.8% | +82.7% | +155.1% | +184.5% |
| All | +553.1% | +745.2% | -192.1% | +199.6% |
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