+52.7%
ROST vs LULU
-31.7%
+84.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.8% | +1.3% | +5.3% |
| 7D | +7.8% | +6.5% | +1.3% | +6.7% |
| 30D | +8.6% | +20.3% | -11.8% | +5.3% |
| 3M | -1.9% | -8.9% | +7.0% | -1.3% |
| 6M | +9.1% | -13.1% | +22.3% | +10.5% |
| YTD | +37.2% | -46.1% | +83.3% | +45.8% |
| 1Y | +52.7% | -30.3% | +83.0% | +51.7% |
| All | +52.7% | -31.7% | +84.4% | +51.7% |
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 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