+169.7%
HYG vs LULU
+691.8%
-522.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.6% |
| 30D | -0.7% | -18.1% | +17.4% | +0.5% |
| 3M | -0.2% | -18.8% | +18.6% | +1.1% |
| 6M | +1.4% | -39.2% | +40.6% | +4.7% |
| YTD | +1.5% | -52.4% | +53.8% | +6.5% |
| 1Y | +2.9% | -40.3% | +43.2% | +6.0% |
| 3Y | +25.6% | -75.1% | +100.7% | +36.3% |
| 5Y | +18.6% | -76.7% | +95.3% | +27.7% |
| 10Y | +55.7% | +52.7% | +3.0% | +44.2% |
| All | +169.7% | +691.8% | -522.1% | +93.7% |
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 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