-30.3%
LULU vs BAX
+46.0%
-76.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +3.5% |
| 7D | +6.5% | +4.1% | +2.4% | +4.8% |
| 30D | +20.3% | +9.4% | +10.9% | +16.4% |
| 3M | -8.9% | -6.5% | -2.4% | -7.0% |
| 6M | -13.1% | +59.6% | -72.7% | -26.5% |
| YTD | -46.1% | +38.9% | -84.9% | -53.6% |
| 1Y | -30.3% | +48.0% | -78.2% | -41.4% |
| All | -30.3% | +46.0% | -76.3% | -41.4% |
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