+207.2%
UMC vs LULU
-49.9%
+257.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -17.4% | +22.0% | +4.1% |
| 7D | +5.0% | -16.7% | +21.7% | +4.5% |
| 30D | +7.7% | -18.5% | +26.2% | +7.2% |
| 3M | +1.7% | -19.5% | +21.1% | +2.3% |
| 6M | +113.9% | -41.9% | +155.8% | +121.3% |
| YTD | +168.9% | -51.6% | +220.5% | +178.1% |
| 1Y | +207.2% | -51.2% | +258.4% | +211.3% |
| All | +207.2% | -49.9% | +257.1% | +211.3% |
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