+606.9%
LULU vs BR
+1,232.3%
-625.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.6% | -3.0% | +1.3% | 0.0% |
| 30D | -18.1% | -0.3% | -17.8% | -17.8% |
| 3M | -18.8% | +17.3% | -36.1% | -25.9% |
| 6M | -39.2% | -6.7% | -32.5% | -37.1% |
| YTD | -52.4% | -23.4% | -28.9% | -45.1% |
| 1Y | -40.3% | -32.7% | -7.6% | -26.0% |
| 3Y | -75.1% | -5.9% | -69.2% | -75.0% |
| 5Y | -76.7% | +8.4% | -85.2% | -78.6% |
| 10Y | +52.7% | +189.2% | -136.5% | -23.3% |
| All | +606.9% | +1,232.3% | -625.3% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling