+16.8%
RF vs LULU
-39.1%
+56.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | +0.4% | -6.5% | +6.9% | +1.3% |
| 30D | +5.6% | +10.7% | -5.2% | +4.0% |
| 3M | -8.9% | -13.6% | +4.7% | -7.5% |
| 6M | +7.1% | -16.5% | +23.6% | +8.8% |
| YTD | +8.3% | -49.7% | +58.0% | +18.0% |
| 1Y | +16.8% | -38.9% | +55.7% | +21.1% |
| All | +16.8% | -39.1% | +56.0% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling