-29.9%
BITO vs LULU
-49.9%
+20.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -17.4% | +14.9% | +0.3% |
| 7D | +2.9% | -16.7% | +19.6% | +5.7% |
| 30D | +22.6% | -18.5% | +41.1% | +26.2% |
| 3M | +24.7% | -19.5% | +44.1% | +28.7% |
| 6M | +7.5% | -41.9% | +49.4% | +17.3% |
| YTD | -10.8% | -51.6% | +40.8% | -0.3% |
| 1Y | -29.9% | -51.2% | +21.3% | -24.3% |
| All | -29.9% | -49.9% | +20.0% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling