+592.0%
LULU vs BB
-89.9%
+681.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.3% |
| 7D | -20.4% | -2.1% | -18.4% | -20.1% |
| 30D | -22.9% | -16.0% | -6.8% | -20.3% |
| 3M | -18.5% | -14.5% | -4.0% | -17.5% |
| 6M | -41.8% | +118.6% | -160.3% | -52.4% |
| YTD | -53.4% | +98.9% | -152.3% | -61.1% |
| 1Y | -40.9% | +99.5% | -140.4% | -51.0% |
| 3Y | -75.6% | +65.4% | -140.9% | -80.2% |
| 5Y | -77.2% | -27.6% | -49.6% | -78.9% |
| 10Y | +49.5% | -0.4% | +49.9% | -0.2% |
| All | +592.0% | -89.9% | +681.9% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling