-51.2%
LULU vs BEN
+42.6%
-93.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +3.5% | -20.9% | -18.7% |
| 7D | -16.7% | +0.2% | -17.0% | -16.9% |
| 30D | -18.5% | -0.5% | -18.0% | -18.4% |
| 3M | -19.5% | +9.7% | -29.2% | -23.7% |
| 6M | -41.9% | +33.9% | -75.8% | -51.6% |
| YTD | -51.6% | +49.0% | -100.6% | -62.4% |
| 1Y | -51.2% | +42.1% | -93.3% | -56.6% |
| All | -51.2% | +42.6% | -93.7% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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