+612.3%
LULU vs BBWI
+130.4%
+481.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.3% | +2.9% | -0.8% |
| 7D | -16.9% | -4.4% | -12.5% | -15.7% |
| 30D | -22.0% | -7.4% | -14.6% | -20.1% |
| 3M | -17.8% | -2.2% | -15.6% | -18.2% |
| 6M | -41.3% | -16.3% | -24.9% | -38.8% |
| YTD | -52.0% | -9.1% | -42.9% | -52.0% |
| 1Y | -39.8% | -34.5% | -5.3% | -33.0% |
| 3Y | -74.8% | -47.0% | -27.9% | -71.1% |
| 5Y | -76.3% | -68.8% | -7.5% | -68.1% |
| 10Y | +53.9% | -57.4% | +111.2% | +42.3% |
| All | +612.3% | +130.4% | +481.9% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling