+606.9%
LULU vs BDX
+320.9%
+286.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.7% |
| 7D | -1.6% | -3.2% | +1.5% | -0.1% |
| 30D | -18.1% | -2.5% | -15.6% | -17.0% |
| 3M | -18.8% | +21.4% | -40.2% | -26.3% |
| 6M | -39.2% | +10.4% | -49.6% | -42.3% |
| YTD | -52.4% | +18.8% | -71.2% | -56.6% |
| 1Y | -40.3% | +21.7% | -62.0% | -46.3% |
| 3Y | -75.1% | -10.0% | -65.1% | -74.7% |
| 5Y | -76.7% | -1.8% | -74.9% | -77.9% |
| 10Y | +52.7% | +58.8% | -6.0% | -2.6% |
| All | +606.9% | +320.9% | +286.0% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling