+80.1%
BP vs LULU
+725.5%
-645.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.1% | +2.0% |
| 7D | +0.9% | -12.6% | +13.5% | +2.7% |
| 30D | +9.1% | -19.7% | +28.9% | +12.4% |
| 3M | +3.9% | -12.2% | +16.1% | +5.2% |
| 6M | +13.6% | -39.3% | +53.0% | +21.2% |
| YTD | +34.0% | -50.3% | +84.4% | +47.1% |
| 1Y | +39.2% | -38.6% | +77.8% | +46.9% |
| 3Y | +36.4% | -74.0% | +110.4% | +60.8% |
| 5Y | +135.8% | -72.9% | +208.7% | +168.9% |
| 10Y | +125.0% | +56.2% | +68.9% | +85.6% |
| All | +80.1% | +725.5% | -645.4% | -14.8% |
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