+395.4%
ZS vs LULU
+21.9%
+373.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | -0.2% |
| 7D | -8.1% | -20.4% | +12.4% | +1.9% |
| 30D | -8.4% | -22.9% | +14.4% | +2.8% |
| 3M | +31.1% | -18.5% | +49.6% | +42.4% |
| 6M | +4.4% | -41.8% | +46.2% | +31.5% |
| YTD | -27.3% | -53.4% | +26.1% | +2.5% |
| 1Y | -41.4% | -40.9% | -0.5% | -28.1% |
| 3Y | +1.7% | -75.6% | +77.2% | +82.2% |
| 5Y | -39.6% | -77.2% | +37.6% | +10.2% |
| All | +395.4% | +21.9% | +373.5% | +312.8% |
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