-74.8%
LULU vs BTDR
+19.6%
-94.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.6% | +2.0% |
| 7D | -1.6% | -3.4% | +1.8% | -1.5% |
| 30D | -18.1% | +32.6% | -50.7% | -19.5% |
| 3M | -18.8% | -32.2% | +13.5% | -17.7% |
| 6M | -39.2% | +52.4% | -91.6% | -41.2% |
| YTD | -52.4% | +6.7% | -59.1% | -53.3% |
| 1Y | -40.3% | -15.2% | -25.1% | -41.5% |
| 3Y | -75.1% | +14.9% | -90.0% | -77.0% |
| 5Y | -76.7% | +20.8% | -97.5% | -79.1% |
| All | -74.8% | +19.6% | -94.4% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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