+80.2%
RF vs LULU
+704.9%
-624.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -17.4% | +17.3% | +5.7% |
| 7D | +1.3% | -16.7% | +18.0% | +6.9% |
| 30D | -3.6% | -18.5% | +14.9% | +2.2% |
| 3M | +8.1% | -19.5% | +27.5% | +14.4% |
| 6M | +11.5% | -41.9% | +53.4% | +30.7% |
| YTD | +15.6% | -51.6% | +67.2% | +43.3% |
| 1Y | +15.7% | -51.2% | +66.9% | +40.9% |
| 3Y | +86.9% | -75.1% | +162.0% | +171.3% |
| 5Y | +89.8% | -74.1% | +163.9% | +158.3% |
| 10Y | +344.7% | +46.7% | +298.0% | +194.0% |
| All | +80.2% | +704.9% | -624.7% | -61.1% |
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 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