-51.2%
LULU vs BBWI
-34.3%
-16.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.8% | -20.2% | -18.1% |
| 7D | -16.7% | +1.5% | -18.2% | -17.2% |
| 30D | -18.5% | -5.2% | -13.3% | -17.6% |
| 3M | -19.5% | +11.1% | -30.6% | -22.2% |
| 6M | -41.9% | -13.4% | -28.5% | -40.6% |
| YTD | -51.6% | +0.1% | -51.7% | -52.3% |
| 1Y | -51.2% | -36.1% | -15.1% | -26.5% |
| All | -51.2% | -34.3% | -16.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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