+29.0%
UPS vs LULU
-49.9%
+79.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -17.4% | +16.2% | +0.8% |
| 7D | -2.9% | -16.7% | +13.8% | -1.0% |
| 30D | -3.5% | -18.5% | +15.0% | -1.4% |
| 3M | -5.7% | -19.5% | +13.7% | -3.6% |
| 6M | -4.4% | -41.9% | +37.5% | +0.9% |
| YTD | +8.0% | -51.6% | +59.6% | +15.4% |
| 1Y | +29.0% | -51.2% | +80.2% | +36.3% |
| All | +29.0% | -49.9% | +79.0% | +36.3% |
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