+181.2%
BA vs LULU
+704.9%
-523.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.4% | +18.2% | +5.0% |
| 7D | +1.2% | -16.7% | +17.9% | +5.2% |
| 30D | -11.6% | -18.5% | +6.9% | -7.8% |
| 3M | -2.4% | -19.5% | +17.1% | +1.8% |
| 6M | -6.6% | -41.9% | +35.3% | +4.9% |
| YTD | -2.2% | -51.6% | +49.3% | +14.4% |
| 1Y | -8.0% | -51.2% | +43.2% | +6.4% |
| 3Y | -5.0% | -75.1% | +70.1% | +24.7% |
| 5Y | -2.7% | -74.1% | +71.4% | +23.6% |
| 10Y | +75.9% | +46.7% | +29.2% | +52.1% |
| All | +181.2% | +704.9% | -523.7% | +29.1% |
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