+50.0%
LULU vs A
+256.4%
-206.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +0.7% |
| 7D | -1.6% | -2.6% | +1.0% | -0.2% |
| 30D | -18.1% | -0.9% | -17.2% | -18.1% |
| 3M | -18.8% | +13.6% | -32.4% | -25.0% |
| 6M | -39.2% | +27.8% | -67.0% | -48.0% |
| YTD | -52.4% | +8.6% | -61.0% | -55.3% |
| 1Y | -40.3% | +16.9% | -57.2% | -46.7% |
| 3Y | -75.1% | +32.9% | -108.0% | -80.1% |
| 5Y | -76.7% | -14.1% | -62.6% | -76.4% |
| All | +50.0% | +256.4% | -206.5% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling