+131.2%
BA vs LULU
+759.6%
-628.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.3% |
| 7D | -1.4% | -4.1% | +2.7% | -0.4% |
| 30D | -7.9% | +13.5% | -21.4% | -11.0% |
| 3M | -25.2% | -14.5% | -10.7% | -23.2% |
| 6M | -26.7% | -15.0% | -11.8% | -24.9% |
| YTD | -19.6% | -48.3% | +28.7% | -7.8% |
| 1Y | -10.6% | -36.7% | +26.1% | -2.7% |
| 3Y | -11.2% | -74.0% | +62.8% | +15.1% |
| 5Y | -20.4% | -76.3% | +55.8% | +3.0% |
| 10Y | +26.8% | +85.8% | -59.0% | +4.0% |
| All | +131.2% | +759.6% | -628.4% | +4.0% |
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