-33.3%
LULU vs BTG
+30.1%
-63.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | +1.8% | +5.6% | -3.8% | +1.0% |
| 30D | +19.4% | +1.2% | +18.2% | +18.8% |
| 3M | -9.5% | +29.0% | -38.5% | -12.9% |
| 6M | -14.2% | +25.4% | -39.5% | -17.4% |
| YTD | -46.2% | +18.3% | -64.5% | -48.0% |
| 1Y | -33.3% | +32.4% | -65.7% | -38.6% |
| All | -33.3% | +30.1% | -63.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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