-51.2%
LULU vs BAX
+9.9%
-61.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.0% | -18.4% | -17.7% |
| 7D | -16.7% | -1.1% | -15.6% | -16.5% |
| 30D | -18.5% | -5.5% | -13.1% | -17.2% |
| 3M | -19.5% | +33.5% | -53.0% | -25.6% |
| 6M | -41.9% | +35.9% | -77.8% | -47.0% |
| YTD | -51.6% | +35.4% | -86.9% | -55.8% |
| 1Y | -51.2% | +9.8% | -60.9% | -56.8% |
| All | -51.2% | +9.9% | -61.1% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling