+38.1%
SOXX vs LULU
-33.8%
+71.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.5% |
| 7D | -13.1% | +3.3% | -16.4% | -13.0% |
| 30D | -29.7% | +20.6% | -50.3% | -29.4% |
| 3M | -23.0% | -11.2% | -11.9% | -22.8% |
| 6M | -19.1% | -16.1% | -3.0% | -17.6% |
| YTD | +36.2% | -46.7% | +82.9% | +41.4% |
| 1Y | +38.1% | -32.3% | +70.4% | +32.0% |
| All | +38.1% | -33.8% | +71.9% | +32.0% |
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