+84.9%
USB vs LULU
+89.0%
-4.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +1.4% | +3.2% | -1.8% | +0.8% |
| 30D | +6.4% | +16.8% | -10.4% | +2.9% |
| 3M | -4.5% | -13.6% | +9.2% | -2.2% |
| 6M | +11.4% | -15.9% | +27.2% | +14.1% |
| YTD | +17.1% | -46.9% | +64.0% | +31.6% |
| 1Y | +32.6% | -35.2% | +67.8% | +42.5% |
| 3Y | +101.8% | -73.3% | +175.2% | +153.5% |
| 5Y | +25.1% | -75.9% | +101.0% | +55.9% |
| 10Y | +84.9% | +93.4% | -8.6% | +65.9% |
| All | +84.9% | +89.0% | -4.2% | +65.9% |
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