-51.2%
LULU vs A
+21.7%
-72.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.6% | -18.0% | -17.6% |
| 7D | -16.7% | -1.9% | -14.8% | -16.2% |
| 30D | -18.5% | +6.9% | -25.5% | -20.9% |
| 3M | -19.5% | +9.2% | -28.7% | -22.6% |
| 6M | -41.9% | +25.7% | -67.6% | -47.0% |
| YTD | -51.6% | +11.5% | -63.1% | -53.8% |
| 1Y | -51.2% | +18.4% | -69.5% | -54.3% |
| All | -51.2% | +21.7% | -72.8% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling