-41.8%
LULU vs BAH
-5.1%
-36.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.8% | -7.7% | -4.0% |
| 7D | -20.4% | +2.4% | -22.9% | -20.8% |
| 30D | -22.9% | -2.9% | -19.9% | -22.3% |
| 3M | -18.5% | -1.3% | -17.2% | -20.3% |
| 6M | -41.8% | -0.9% | -40.9% | -43.3% |
| All | -41.8% | -5.1% | -36.7% | -43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling