-75.1%
LULU vs A
+31.5%
-106.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +0.9% |
| 7D | -1.6% | -2.6% | +1.0% | -0.5% |
| 30D | -18.1% | -0.9% | -17.2% | -18.1% |
| 3M | -18.8% | +13.6% | -32.4% | -24.1% |
| 6M | -39.2% | +27.8% | -67.0% | -46.7% |
| YTD | -52.4% | +8.6% | -61.0% | -54.7% |
| 1Y | -40.3% | +16.9% | -57.2% | -45.6% |
| 3Y | -75.1% | +32.9% | -108.0% | -78.7% |
| All | -75.1% | +31.5% | -106.6% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling