+3,343.4%
STX vs LULU
+53.6%
+3,289.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.2% |
| 7D | -2.3% | -1.6% | -0.6% | -1.9% |
| 30D | -5.5% | -18.1% | +12.6% | -2.1% |
| 3M | -4.3% | -18.8% | +14.5% | -1.9% |
| 6M | +115.6% | -39.2% | +154.8% | +137.2% |
| YTD | +202.2% | -52.4% | +254.6% | +253.0% |
| 1Y | +325.3% | -40.3% | +365.6% | +362.2% |
| 3Y | +1,283.9% | -75.1% | +1,359.0% | +1,741.3% |
| 5Y | +1,048.3% | -76.7% | +1,125.1% | +1,399.9% |
| All | +3,343.4% | +53.6% | +3,289.8% | +3,306.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling