-15.0%
WMT vs LULU
-42.9%
+28.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | 0.0% |
| 7D | -2.5% | -20.4% | +18.0% | -1.4% |
| 30D | -6.4% | -22.9% | +16.4% | -5.5% |
| 3M | -12.1% | -18.5% | +6.4% | -11.5% |
| 6M | -15.0% | -41.8% | +26.8% | -13.9% |
| All | -15.0% | -42.9% | +28.0% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling