+89.2%
USB vs LULU
+102.3%
-13.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +1.0% | +2.2% |
| 7D | +0.8% | +4.4% | -3.6% | -0.1% |
| 30D | +6.8% | +19.1% | -12.3% | +2.8% |
| 3M | -3.8% | -12.5% | +8.7% | -1.8% |
| 6M | +11.7% | -14.2% | +26.0% | +14.0% |
| YTD | +17.5% | -45.8% | +63.3% | +31.5% |
| 1Y | +33.8% | -32.3% | +66.0% | +42.4% |
| 3Y | +104.2% | -72.3% | +176.6% | +154.4% |
| 5Y | +26.4% | -76.1% | +102.5% | +57.8% |
| 10Y | +89.2% | +94.7% | -5.5% | +69.9% |
| All | +89.2% | +102.3% | -13.1% | +69.9% |
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