+14.2%
LQD vs LULU
-75.0%
+89.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -1.1% | -1.6% | +0.5% | -1.1% |
| 30D | -1.3% | -18.1% | +16.8% | -0.9% |
| 3M | -3.2% | -18.8% | +15.6% | -2.9% |
| 6M | -2.1% | -39.2% | +37.1% | -1.3% |
| YTD | -2.4% | -52.4% | +50.0% | -1.1% |
| 1Y | -2.7% | -40.3% | +37.6% | -1.9% |
| 3Y | +14.2% | -75.1% | +89.3% | +16.8% |
| All | +14.2% | -75.0% | +89.2% | +16.8% |
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 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