+977.1%
BE vs LULU
-19.4%
+996.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.3% |
| 7D | +23.9% | -16.9% | +40.9% | +32.9% |
| 30D | +27.8% | -22.0% | +49.8% | +40.0% |
| 3M | +3.7% | -17.8% | +21.6% | +8.4% |
| 6M | +78.0% | -41.3% | +119.2% | +116.8% |
| YTD | +209.9% | -52.0% | +261.9% | +314.0% |
| 1Y | +389.6% | -39.8% | +429.4% | +460.5% |
| 3Y | +1,730.6% | -74.8% | +1,805.4% | +2,961.8% |
| 5Y | +1,227.8% | -76.3% | +1,304.1% | +2,158.0% |
| All | +977.1% | -19.4% | +996.5% | +712.8% |
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