+153.6%
UPS vs LULU
+697.8%
-544.1%
-57.9%
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 | -3.7% | -16.9% | +13.3% | -0.7% |
| 30D | -3.7% | -22.0% | +18.2% | +0.3% |
| 3M | -6.6% | -17.8% | +11.3% | -3.8% |
| 6M | +2.6% | -41.3% | +43.8% | +11.9% |
| YTD | +4.8% | -52.0% | +56.8% | +18.5% |
| 1Y | +25.3% | -39.8% | +65.1% | +35.3% |
| 3Y | -26.9% | -74.8% | +48.0% | -10.0% |
| 5Y | -33.5% | -76.3% | +42.8% | -19.0% |
| 10Y | +36.1% | +53.9% | -17.8% | +12.9% |
| All | +153.6% | +697.8% | -544.1% | +16.0% |
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 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