+93.4%
BAC vs LULU
+704.9%
-611.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -17.4% | +17.3% | +5.7% |
| 7D | +1.1% | -16.7% | +17.8% | +6.6% |
| 30D | -0.4% | -18.5% | +18.1% | +5.6% |
| 3M | +16.9% | -19.5% | +36.4% | +23.6% |
| 6M | +26.6% | -41.9% | +68.5% | +48.3% |
| YTD | +15.8% | -51.6% | +67.4% | +43.6% |
| 1Y | +27.2% | -51.2% | +78.3% | +54.7% |
| 3Y | +132.4% | -75.1% | +207.5% | +235.6% |
| 5Y | +72.6% | -74.1% | +146.7% | +132.8% |
| 10Y | +389.7% | +46.7% | +343.0% | +208.2% |
| All | +93.4% | +704.9% | -611.5% | -63.6% |
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