+69.6%
RF vs LULU
+759.6%
-690.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.7% |
| 7D | -1.3% | -4.1% | +2.8% | 0.0% |
| 30D | +4.6% | +13.5% | -8.9% | 0.0% |
| 3M | -8.4% | -14.5% | +6.0% | -4.9% |
| 6M | +8.9% | -15.0% | +23.8% | +12.5% |
| YTD | +8.8% | -48.3% | +57.1% | +31.4% |
| 1Y | +18.9% | -36.7% | +55.6% | +33.5% |
| 3Y | +116.0% | -74.0% | +190.0% | +208.6% |
| 5Y | +46.0% | -76.3% | +122.3% | +105.7% |
| 10Y | +231.7% | +85.8% | +146.0% | +100.9% |
| All | +69.6% | +759.6% | -690.0% | -64.3% |
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