+1,354.1%
BX vs LULU
+691.8%
+662.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.8% |
| 7D | -5.6% | -1.6% | -4.0% | -5.1% |
| 30D | -12.2% | -18.1% | +5.9% | -7.0% |
| 3M | +7.4% | -18.8% | +26.2% | +13.7% |
| 6M | +22.2% | -39.2% | +61.4% | +41.5% |
| YTD | -14.0% | -52.4% | +38.4% | +7.8% |
| 1Y | -27.3% | -40.3% | +13.0% | -16.0% |
| 3Y | +24.5% | -75.1% | +99.6% | +82.3% |
| 5Y | +18.9% | -76.7% | +95.6% | +75.8% |
| 10Y | +665.4% | +52.7% | +612.7% | +495.5% |
| All | +1,354.1% | +691.8% | +662.3% | +372.0% |
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