+592.0%
LULU vs BN
+599.0%
-7.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.1% |
| 7D | -20.4% | -5.9% | -14.6% | -17.5% |
| 30D | -22.9% | -15.1% | -7.8% | -14.9% |
| 3M | -18.5% | -14.6% | -4.0% | -10.6% |
| 6M | -41.8% | -8.4% | -33.4% | -39.0% |
| YTD | -53.4% | -16.8% | -36.6% | -48.3% |
| 1Y | -40.9% | -14.4% | -26.5% | -35.8% |
| 3Y | -75.6% | +70.1% | -145.7% | -83.2% |
| 5Y | -77.2% | +33.5% | -110.8% | -82.0% |
| 10Y | +49.5% | +260.2% | -210.7% | -42.5% |
| All | +592.0% | +599.0% | -7.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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