+2,815.2%
SOXX vs LULU
+691.8%
+2,123.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | -3.6% | -18.1% | +14.5% | +0.9% |
| 3M | -10.2% | -18.8% | +8.6% | -6.6% |
| 6M | +54.2% | -39.2% | +93.4% | +73.4% |
| YTD | +75.2% | -52.4% | +127.6% | +110.3% |
| 1Y | +107.5% | -40.3% | +147.8% | +131.7% |
| 3Y | +226.8% | -75.1% | +301.9% | +351.3% |
| 5Y | +251.2% | -76.7% | +328.0% | +386.7% |
| 10Y | +1,567.6% | +52.7% | +1,514.9% | +1,278.6% |
| All | +2,815.2% | +691.8% | +2,123.5% | +1,113.6% |
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