-51.2%
LULU vs BR
-29.1%
-22.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -3.4% | -14.0% | -15.7% |
| 7D | -16.7% | -5.3% | -11.4% | -14.3% |
| 30D | -18.5% | +6.4% | -25.0% | -20.3% |
| 3M | -19.5% | +13.6% | -33.1% | -24.1% |
| 6M | -41.9% | -6.7% | -35.2% | -40.4% |
| YTD | -51.6% | -21.1% | -30.5% | -43.7% |
| 1Y | -51.2% | -29.6% | -21.6% | -40.3% |
| All | -51.2% | -29.1% | -22.1% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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