-76.9%
LULU vs BROS
+33.7%
-110.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.5% | -2.2% |
| 7D | -20.4% | -6.1% | -14.4% | -19.5% |
| 30D | -22.9% | -12.4% | -10.5% | -20.9% |
| 3M | -18.5% | -27.9% | +9.4% | -13.7% |
| 6M | -41.8% | -16.8% | -25.0% | -40.3% |
| YTD | -53.4% | -29.0% | -24.3% | -50.8% |
| 1Y | -40.9% | -33.2% | -7.7% | -37.2% |
| 3Y | -75.6% | +56.8% | -132.3% | -79.0% |
| All | -76.9% | +33.7% | -110.5% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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