+17.8%
YUM vs LULU
-75.0%
+92.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | -6.1% | -1.6% | -4.4% | -6.0% |
| 30D | -5.8% | -18.1% | +12.3% | -4.8% |
| 3M | -7.6% | -18.8% | +11.1% | -6.7% |
| 6M | -9.1% | -39.2% | +30.1% | -6.8% |
| YTD | -5.5% | -52.4% | +46.9% | -1.6% |
| 1Y | -3.7% | -40.3% | +36.6% | -1.2% |
| 3Y | +17.8% | -75.1% | +92.9% | +25.9% |
| All | +17.8% | -75.0% | +92.8% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling