+592.0%
LULU vs A
+492.3%
+99.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | -20.4% | -4.6% | -15.9% | -18.2% |
| 30D | -22.9% | -4.3% | -18.6% | -21.1% |
| 3M | -18.5% | +8.9% | -27.5% | -23.4% |
| 6M | -41.8% | +24.5% | -66.3% | -50.2% |
| YTD | -53.4% | +5.8% | -59.2% | -55.9% |
| 1Y | -40.9% | +16.2% | -57.1% | -47.7% |
| 3Y | -75.6% | +28.5% | -104.0% | -80.4% |
| 5Y | -77.2% | -16.3% | -60.9% | -76.4% |
| 10Y | +49.5% | +244.9% | -195.4% | -40.5% |
| All | +592.0% | +492.3% | +99.7% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling