+24.5%
BX vs LULU
-75.0%
+99.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.9% |
| 7D | -5.6% | -1.6% | -4.0% | -5.2% |
| 30D | -12.2% | -18.1% | +5.9% | -8.0% |
| 3M | +7.4% | -18.8% | +26.2% | +12.6% |
| 6M | +22.2% | -39.2% | +61.4% | +38.0% |
| YTD | -14.0% | -52.4% | +38.4% | +3.5% |
| 1Y | -27.3% | -40.3% | +13.0% | -17.9% |
| 3Y | +24.5% | -75.1% | +99.6% | +65.7% |
| All | +24.5% | -75.0% | +99.6% | +65.7% |
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