+1,079.0%
UMC vs LULU
+691.8%
+387.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.8% |
| 7D | +9.0% | -1.6% | +10.6% | +9.5% |
| 30D | +17.2% | -18.1% | +35.4% | +22.4% |
| 3M | +11.4% | -18.8% | +30.2% | +15.3% |
| 6M | +137.5% | -39.2% | +176.7% | +165.2% |
| YTD | +193.1% | -52.4% | +245.5% | +247.1% |
| 1Y | +240.3% | -40.3% | +280.6% | +276.6% |
| 3Y | +262.2% | -75.1% | +337.3% | +385.8% |
| 5Y | +143.1% | -76.7% | +219.9% | +224.9% |
| 10Y | +1,853.0% | +52.7% | +1,800.3% | +1,330.6% |
| All | +1,079.0% | +691.8% | +387.3% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling