+83.6%
USB vs LULU
+88.3%
-4.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.5% |
| 7D | -0.5% | -4.1% | +3.6% | +0.3% |
| 30D | +5.7% | +13.5% | -7.8% | +2.8% |
| 3M | -4.7% | -14.5% | +9.8% | -2.3% |
| 6M | +13.4% | -15.0% | +28.4% | +15.9% |
| YTD | +17.0% | -48.3% | +65.3% | +32.3% |
| 1Y | +32.4% | -36.7% | +69.1% | +42.9% |
| 3Y | +101.7% | -74.0% | +175.7% | +154.7% |
| 5Y | +24.4% | -76.3% | +100.7% | +55.5% |
| 10Y | +83.6% | +85.8% | -2.2% | +65.8% |
| All | +83.6% | +88.3% | -4.7% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling