+262.8%
USB vs LULU
+786.3%
-523.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | 0.0% | +3.3% | -3.3% | -0.8% |
| 30D | +5.8% | +20.6% | -14.7% | +0.7% |
| 3M | -6.0% | -11.2% | +5.2% | -4.0% |
| 6M | +7.8% | -16.1% | +23.9% | +11.0% |
| YTD | +14.6% | -46.7% | +61.3% | +31.7% |
| 1Y | +31.8% | -32.3% | +64.0% | +41.9% |
| 3Y | +91.5% | -72.8% | +164.4% | +150.3% |
| 5Y | +22.0% | -76.3% | +98.4% | +59.5% |
| 10Y | +96.1% | +98.4% | -2.4% | +31.7% |
| All | +262.8% | +786.3% | -523.5% | -0.7% |
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