+1,842.6%
UMC vs LULU
+53.6%
+1,789.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.9% |
| 7D | +9.0% | -1.6% | +10.6% | +9.4% |
| 30D | +17.2% | -18.1% | +35.4% | +21.6% |
| 3M | +11.4% | -18.8% | +30.2% | +14.7% |
| 6M | +137.5% | -39.2% | +176.7% | +161.9% |
| YTD | +193.1% | -52.4% | +245.5% | +240.6% |
| 1Y | +240.3% | -40.3% | +280.6% | +271.4% |
| 3Y | +262.2% | -75.1% | +337.3% | +373.0% |
| 5Y | +143.1% | -76.7% | +219.9% | +212.0% |
| All | +1,842.6% | +53.6% | +1,789.0% | +1,850.1% |
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