-62.8%
W vs LULU
-77.2%
+14.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.2% | -0.5% |
| 7D | +0.5% | -20.4% | +20.9% | +16.9% |
| 30D | -5.6% | -22.9% | +17.3% | +11.8% |
| 3M | +41.9% | -18.5% | +60.5% | +60.1% |
| 6M | +30.2% | -41.8% | +72.0% | +90.6% |
| YTD | -2.9% | -53.4% | +50.4% | +69.0% |
| 1Y | +11.6% | -40.9% | +52.5% | +54.4% |
| 3Y | +37.0% | -75.6% | +112.5% | +274.0% |
| 5Y | -62.8% | -77.2% | +14.4% | +5.3% |
| All | -62.8% | -77.2% | +14.3% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling