+127.3%
BA vs LULU
+735.7%
-608.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.0% |
| 7D | -0.6% | -6.5% | +6.0% | +1.0% |
| 30D | -8.0% | +10.7% | -18.7% | -10.5% |
| 3M | -25.8% | -13.6% | -12.2% | -24.0% |
| 6M | -27.6% | -16.5% | -11.1% | -25.5% |
| YTD | -21.0% | -49.7% | +28.7% | -8.8% |
| 1Y | -12.3% | -38.9% | +26.6% | -3.7% |
| 3Y | -12.8% | -74.7% | +62.0% | +13.9% |
| 5Y | -22.4% | -76.9% | +54.6% | +1.2% |
| 10Y | +24.6% | +80.6% | -56.0% | +2.9% |
| All | +127.3% | +735.7% | -608.4% | +2.9% |
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 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