+95.7%
QQQ vs LULU
-76.9%
+172.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -0.6% | -1.6% | +1.1% | -0.2% |
| 30D | -1.2% | -18.1% | +16.9% | +3.2% |
| 3M | -0.2% | -18.8% | +18.6% | +4.1% |
| 6M | +17.9% | -39.2% | +57.1% | +32.4% |
| YTD | +16.6% | -52.4% | +69.0% | +39.8% |
| 1Y | +23.0% | -40.3% | +63.3% | +36.9% |
| 3Y | +92.9% | -75.1% | +168.0% | +165.7% |
| All | +95.7% | -76.9% | +172.6% | +164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling