+1,329.7%
UNP vs LULU
+697.8%
+632.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.6% |
| 7D | -1.7% | -16.9% | +15.2% | +1.8% |
| 30D | -2.1% | -22.0% | +19.9% | +2.6% |
| 3M | +5.4% | -17.8% | +23.3% | +9.0% |
| 6M | +13.4% | -41.3% | +54.6% | +24.8% |
| YTD | +25.0% | -52.0% | +77.0% | +43.4% |
| 1Y | +34.6% | -39.8% | +74.4% | +46.2% |
| 3Y | +43.6% | -74.8% | +118.5% | +81.7% |
| 5Y | +51.7% | -76.3% | +128.0% | +88.5% |
| 10Y | +282.5% | +53.9% | +228.6% | +194.1% |
| All | +1,329.7% | +697.8% | +632.0% | +420.4% |
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