+1,003.0%
BE vs LULU
-20.0%
+1,023.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +5.7% |
| 7D | +9.0% | -1.6% | +10.7% | +10.1% |
| 30D | +16.3% | -18.1% | +34.4% | +24.8% |
| 3M | +10.8% | -18.8% | +29.6% | +16.3% |
| 6M | +73.2% | -39.2% | +112.4% | +107.4% |
| YTD | +217.4% | -52.4% | +269.7% | +325.7% |
| 1Y | +309.8% | -40.3% | +350.1% | +371.5% |
| 3Y | +1,726.2% | -75.1% | +1,801.3% | +2,973.6% |
| 5Y | +1,306.2% | -76.7% | +1,382.9% | +2,323.5% |
| All | +1,003.0% | -20.0% | +1,023.0% | +735.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling