-51.2%
LULU vs BB
+105.3%
-156.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | 0.0% | -17.4% | -17.4% |
| 7D | -16.7% | -5.6% | -11.1% | -16.2% |
| 30D | -18.5% | -11.8% | -6.7% | -17.5% |
| 3M | -19.5% | -25.5% | +6.1% | -17.1% |
| 6M | -41.9% | +121.3% | -163.2% | -54.6% |
| YTD | -51.6% | +103.2% | -154.8% | -61.6% |
| 1Y | -51.2% | +102.6% | -153.8% | -59.6% |
| All | -51.2% | +105.3% | -156.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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