-73.0%
LULU vs BAM
+71.9%
-144.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.0% |
| 7D | -12.6% | -1.6% | -11.0% | -12.1% |
| 30D | -19.7% | -6.0% | -13.8% | -17.9% |
| 3M | -12.2% | +7.3% | -19.6% | -15.4% |
| 6M | -39.3% | +8.2% | -47.6% | -41.8% |
| YTD | -50.3% | -3.8% | -46.5% | -50.0% |
| 1Y | -38.6% | -10.7% | -27.9% | -36.4% |
| 3Y | -74.0% | +55.3% | -129.3% | -77.7% |
| All | -73.0% | +71.9% | -144.8% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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