+165.0%
W vs LULU
+149.1%
+16.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -1.1% |
| 7D | +6.5% | -12.6% | +19.0% | +13.8% |
| 30D | -6.2% | -19.7% | +13.5% | +5.4% |
| 3M | +48.9% | -12.2% | +61.1% | +57.7% |
| 6M | +31.2% | -39.3% | +70.5% | +75.6% |
| YTD | -0.4% | -50.3% | +49.9% | +51.1% |
| 1Y | +14.8% | -38.6% | +53.4% | +48.6% |
| 3Y | +40.5% | -74.0% | +114.5% | +207.2% |
| 5Y | -62.1% | -72.9% | +10.8% | -16.5% |
| 10Y | +141.5% | +56.2% | +85.4% | +185.8% |
| All | +165.0% | +149.1% | +16.0% | +193.8% |
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