+283.2%
USB vs LULU
+704.9%
-421.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.4% | +17.1% | +4.2% |
| 7D | +1.4% | -16.7% | +18.2% | +5.8% |
| 30D | -1.3% | -18.5% | +17.2% | +3.3% |
| 3M | +15.2% | -19.5% | +34.7% | +20.4% |
| 6M | +18.8% | -41.9% | +60.7% | +34.4% |
| YTD | +21.0% | -51.6% | +72.6% | +43.0% |
| 1Y | +34.0% | -51.2% | +85.2% | +56.3% |
| 3Y | +95.3% | -75.1% | +170.4% | +161.4% |
| 5Y | +40.4% | -74.1% | +114.5% | +78.6% |
| 10Y | +107.3% | +46.7% | +60.6% | +51.5% |
| All | +283.2% | +704.9% | -421.7% | +7.8% |
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 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