+311.8%
LULU vs BAH
+878.1%
-566.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -16.9% | -1.3% | -15.6% | -16.6% |
| 30D | -22.0% | -6.6% | -15.4% | -20.3% |
| 3M | -17.8% | -7.2% | -10.7% | -16.3% |
| 6M | -41.3% | -10.0% | -31.3% | -39.9% |
| YTD | -52.0% | -12.5% | -39.6% | -50.8% |
| 1Y | -39.8% | -27.9% | -11.9% | -35.0% |
| 3Y | -74.8% | -31.4% | -43.4% | -73.4% |
| 5Y | -76.3% | -3.2% | -73.1% | -77.8% |
| 10Y | +53.9% | +191.5% | -137.6% | +5.9% |
| All | +311.8% | +878.1% | -566.3% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling