+51.6%
LULU vs BDX
+62.6%
-11.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.3% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -16.1% | +0.3% | -16.4% | -16.1% |
| 3M | -15.6% | +25.8% | -41.4% | -22.2% |
| 6M | -36.4% | +16.3% | -52.7% | -39.9% |
| YTD | -51.7% | +22.2% | -74.0% | -55.2% |
| 1Y | -37.3% | +27.6% | -64.9% | -42.7% |
| 3Y | -74.2% | -6.5% | -67.7% | -74.2% |
| 5Y | -76.1% | +0.2% | -76.3% | -77.0% |
| 10Y | +51.6% | +61.6% | -10.0% | +33.5% |
| All | +51.6% | +62.6% | -11.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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