+930.8%
WMT vs LULU
+691.8%
+239.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | -7.4% | -18.1% | +10.7% | -5.6% |
| 3M | -10.9% | -18.8% | +7.9% | -9.1% |
| 6M | -12.7% | -39.2% | +26.5% | -8.5% |
| YTD | -3.2% | -52.4% | +49.2% | +4.0% |
| 1Y | +5.3% | -40.3% | +45.6% | +10.0% |
| 3Y | +101.9% | -75.1% | +177.0% | +128.0% |
| 5Y | +134.6% | -76.7% | +211.3% | +162.6% |
| 10Y | +440.4% | +52.7% | +387.6% | +382.5% |
| All | +930.8% | +691.8% | +239.0% | +520.7% |
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