-68.0%
LULU vs BOXX
+18.5%
-86.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -18.1% | +0.3% | -18.4% | -18.5% |
| 3M | -18.8% | +1.0% | -19.8% | -19.9% |
| 6M | -39.2% | +1.9% | -41.1% | -40.7% |
| YTD | -52.4% | +2.7% | -55.1% | -54.0% |
| 1Y | -40.3% | +4.0% | -44.3% | -42.9% |
| 3Y | -75.1% | +14.7% | -89.7% | -77.1% |
| All | -68.0% | +18.5% | -86.4% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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