+20.1%
W vs LULU
-49.9%
+70.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -17.4% | +19.9% | +7.4% |
| 7D | -4.2% | -16.7% | +12.5% | +0.1% |
| 30D | -7.6% | -18.5% | +11.0% | -2.8% |
| 3M | +37.2% | -19.5% | +56.6% | +44.0% |
| 6M | +26.3% | -41.9% | +68.2% | +40.3% |
| YTD | -1.0% | -51.6% | +50.6% | +11.1% |
| 1Y | +20.1% | -51.2% | +71.3% | +28.6% |
| All | +20.1% | -49.9% | +70.0% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling