-10.6%
BITO vs LULU
-76.4%
+65.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.7% |
| 7D | -3.4% | -1.6% | -1.8% | -3.0% |
| 30D | +21.4% | -18.1% | +39.5% | +28.3% |
| 3M | +20.5% | -18.8% | +39.3% | +27.1% |
| 6M | +7.4% | -39.2% | +46.6% | +23.8% |
| YTD | -13.9% | -52.4% | +38.5% | +7.8% |
| 1Y | -35.1% | -40.3% | +5.2% | -25.4% |
| 3Y | +156.8% | -75.1% | +231.9% | +275.5% |
| All | -10.6% | -76.4% | +65.9% | +32.9% |
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 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