+105.9%
USB vs LULU
+53.5%
+52.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.9% |
| 7D | +2.1% | -12.6% | +14.6% | +4.5% |
| 30D | -2.3% | -19.7% | +17.5% | +1.8% |
| 3M | +13.9% | -12.2% | +26.1% | +16.1% |
| 6M | +21.6% | -39.3% | +60.9% | +33.3% |
| YTD | +19.3% | -50.3% | +69.7% | +36.3% |
| 1Y | +33.6% | -38.6% | +72.2% | +45.1% |
| 3Y | +97.7% | -74.0% | +171.7% | +149.5% |
| 5Y | +40.4% | -72.9% | +113.4% | +70.0% |
| 10Y | +105.9% | +56.2% | +49.8% | +92.6% |
| All | +105.9% | +53.5% | +52.4% | +92.6% |
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