+144.1%
UMC vs LULU
-76.9%
+221.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.7% |
| 3M | +11.4% | -18.8% | +30.2% | +14.8% |
| 6M | +137.5% | -39.2% | +176.7% | +164.2% |
| YTD | +193.1% | -52.4% | +245.5% | +245.8% |
| 1Y | +240.3% | -40.3% | +280.6% | +273.0% |
| 3Y | +262.2% | -75.1% | +337.3% | +390.8% |
| All | +144.1% | -76.9% | +221.0% | +228.0% |
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