+50.0%
LULU vs BBWI
-55.0%
+104.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.3% | +0.3% |
| 7D | -1.6% | -4.8% | +3.2% | -0.3% |
| 30D | -18.1% | +3.5% | -21.6% | -19.3% |
| 3M | -18.8% | -0.3% | -18.5% | -19.4% |
| 6M | -39.2% | -5.4% | -33.8% | -39.4% |
| YTD | -52.4% | -4.7% | -47.6% | -52.8% |
| 1Y | -40.3% | -30.5% | -9.8% | -36.3% |
| 3Y | -75.1% | -44.3% | -30.8% | -72.6% |
| 5Y | -76.7% | -66.9% | -9.9% | -71.7% |
| All | +50.0% | -55.0% | +104.9% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling