+29.3%
BIL vs LULU
+725.5%
-696.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.1% | -12.6% | +12.6% | +0.1% |
| 30D | +0.3% | -19.7% | +20.0% | +0.3% |
| 3M | +0.9% | -12.2% | +13.1% | +0.9% |
| 6M | +1.8% | -39.3% | +41.2% | +1.8% |
| YTD | +2.5% | -50.3% | +52.8% | +2.4% |
| 1Y | +3.7% | -38.6% | +42.3% | +3.7% |
| 3Y | +14.1% | -74.0% | +88.0% | +14.0% |
| 5Y | +19.4% | -72.9% | +92.3% | +19.4% |
| 10Y | +25.3% | +56.2% | -30.9% | +25.3% |
| All | +29.3% | +725.5% | -696.2% | +29.5% |
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