+335.4%
RF vs LULU
+50.4%
+285.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.9% |
| 7D | -1.6% | -20.4% | +18.8% | +3.8% |
| 30D | -4.3% | -22.9% | +18.6% | +1.7% |
| 3M | +5.9% | -18.5% | +24.4% | +10.5% |
| 6M | +14.1% | -41.8% | +55.9% | +29.4% |
| YTD | +13.8% | -53.4% | +67.2% | +36.5% |
| 1Y | +15.2% | -40.9% | +56.1% | +28.8% |
| 3Y | +90.6% | -75.6% | +166.1% | +159.2% |
| 5Y | +88.9% | -77.2% | +166.1% | +152.4% |
| All | +335.4% | +50.4% | +285.0% | +298.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling