-75.1%
LULU vs BAH
-27.9%
-47.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.6% | +4.3% | -5.9% | -2.6% |
| 30D | -18.1% | -2.5% | -15.7% | -17.7% |
| 3M | -18.8% | -0.9% | -17.8% | -19.0% |
| 6M | -39.2% | +1.5% | -40.7% | -39.9% |
| YTD | -52.4% | -8.0% | -44.4% | -52.2% |
| 1Y | -40.3% | -24.7% | -15.6% | -37.9% |
| 3Y | -75.1% | -28.4% | -46.7% | -74.4% |
| All | -75.1% | -27.9% | -47.2% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling