+115.0%
UMC vs LULU
-31.7%
+146.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.8% | -6.9% | -1.6% |
| 7D | -14.7% | +6.5% | -21.2% | -14.1% |
| 30D | -32.9% | +20.3% | -53.2% | -31.6% |
| 3M | -22.2% | -8.9% | -13.2% | -22.4% |
| 6M | +25.9% | -13.1% | +39.0% | +27.9% |
| YTD | +107.9% | -46.1% | +154.0% | +101.8% |
| 1Y | +115.0% | -30.3% | +145.3% | +91.5% |
| All | +115.0% | -31.7% | +146.7% | +91.5% |
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