+40.3%
BP vs LULU
-75.6%
+115.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.0% |
| 7D | +5.7% | -20.4% | +26.2% | +6.4% |
| 30D | +8.1% | -22.9% | +31.0% | +8.9% |
| 3M | +8.6% | -18.5% | +27.1% | +9.2% |
| 6M | +18.1% | -41.8% | +59.9% | +20.8% |
| YTD | +37.6% | -53.4% | +91.0% | +43.1% |
| 1Y | +39.4% | -40.9% | +80.3% | +41.2% |
| All | +40.3% | -75.6% | +115.8% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling