+240.3%
UMC vs LULU
-39.6%
+279.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.4% |
| 7D | +9.0% | -1.6% | +10.6% | +8.9% |
| 30D | +17.2% | -18.1% | +35.4% | +16.2% |
| 3M | +11.4% | -18.8% | +30.2% | +11.4% |
| 6M | +137.5% | -39.2% | +176.7% | +145.3% |
| YTD | +193.1% | -52.4% | +245.5% | +199.7% |
| 1Y | +240.3% | -40.3% | +280.6% | +223.1% |
| All | +240.3% | -39.6% | +279.9% | +223.1% |
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 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