-67.6%
LULU vs BBAI
-71.8%
+4.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.8% |
| 7D | -20.4% | -5.4% | -15.1% | -20.3% |
| 30D | -22.9% | -15.3% | -7.6% | -22.6% |
| 3M | -18.5% | -29.9% | +11.3% | -17.9% |
| 6M | -41.8% | -30.7% | -11.1% | -41.4% |
| YTD | -53.4% | -47.8% | -5.6% | -52.8% |
| 1Y | -40.9% | -40.4% | -0.5% | -40.5% |
| 3Y | -75.6% | +66.9% | -142.4% | -76.2% |
| 5Y | -77.2% | -71.4% | -5.9% | -75.9% |
| All | -67.6% | -71.8% | +4.2% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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