-75.1%
LULU vs BEN
+51.0%
-126.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | -3.1% | +1.5% | -0.4% |
| 30D | -18.1% | +0.2% | -18.3% | -18.5% |
| 3M | -18.8% | +6.8% | -25.6% | -21.7% |
| 6M | -39.2% | +38.1% | -77.3% | -48.1% |
| YTD | -52.4% | +44.3% | -96.7% | -60.0% |
| 1Y | -40.3% | +42.6% | -82.9% | -49.7% |
| 3Y | -75.1% | +52.3% | -127.4% | -80.2% |
| All | -75.1% | +51.0% | -126.1% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling