+50.0%
LULU vs BAH
+207.9%
-158.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.6% | +4.3% | -5.9% | -3.0% |
| 30D | -18.1% | -2.5% | -15.7% | -17.5% |
| 3M | -18.8% | -0.9% | -17.8% | -18.9% |
| 6M | -39.2% | +1.5% | -40.7% | -40.1% |
| YTD | -52.4% | -8.0% | -44.4% | -52.0% |
| 1Y | -40.3% | -24.7% | -15.6% | -36.1% |
| 3Y | -75.1% | -28.4% | -46.7% | -74.2% |
| 5Y | -76.7% | +2.8% | -79.5% | -79.3% |
| All | +50.0% | +207.9% | -158.0% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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