-76.7%
LULU vs BR
+8.0%
-84.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.6% | -3.0% | +1.3% | +0.1% |
| 30D | -18.1% | -0.3% | -17.8% | -17.7% |
| 3M | -18.8% | +17.3% | -36.1% | -26.2% |
| 6M | -39.2% | -6.7% | -32.5% | -36.9% |
| YTD | -52.4% | -23.4% | -28.9% | -44.3% |
| 1Y | -40.3% | -32.7% | -7.6% | -24.3% |
| 3Y | -75.1% | -5.9% | -69.2% | -75.4% |
| All | -76.7% | +8.0% | -84.7% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling