-66.5%
U vs LULU
-76.9%
+10.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +3.1% |
| 7D | +5.5% | -1.6% | +7.2% | +6.6% |
| 30D | -1.3% | -18.1% | +16.8% | +10.3% |
| 3M | +64.6% | -18.8% | +83.4% | +84.0% |
| 6M | +119.4% | -39.2% | +158.6% | +192.5% |
| YTD | -0.5% | -52.4% | +51.9% | +58.0% |
| 1Y | +1.3% | -40.3% | +41.6% | +34.8% |
| 3Y | +15.6% | -75.1% | +90.7% | +156.7% |
| All | -66.5% | -76.9% | +10.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling