+54.0%
UNP vs LULU
-76.9%
+130.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.8% |
| 7D | -1.8% | -1.6% | -0.2% | -1.6% |
| 30D | -2.7% | -18.1% | +15.4% | -0.4% |
| 3M | +6.5% | -18.8% | +25.3% | +9.0% |
| 6M | +14.4% | -39.2% | +53.6% | +21.4% |
| YTD | +24.8% | -52.4% | +77.2% | +37.9% |
| 1Y | +34.4% | -40.3% | +74.7% | +42.4% |
| 3Y | +43.6% | -75.1% | +118.7% | +71.0% |
| All | +54.0% | -76.9% | +130.9% | +77.8% |
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