+36.6%
BP vs LULU
-31.7%
+68.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.8% | -8.9% | -3.5% |
| 7D | -8.4% | +6.5% | -14.9% | -7.6% |
| 30D | +2.2% | +20.3% | -18.1% | +4.9% |
| 3M | +8.8% | -8.9% | +17.7% | +8.0% |
| 6M | -0.5% | -13.1% | +12.6% | -1.2% |
| YTD | +36.2% | -46.1% | +82.3% | +29.1% |
| 1Y | +36.6% | -30.3% | +66.8% | +28.5% |
| All | +36.6% | -31.7% | +68.3% | +28.5% |
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 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