-51.2%
LULU vs BTG
+38.4%
-89.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.4% | -16.0% | -17.3% |
| 7D | -16.7% | -0.9% | -15.8% | -16.7% |
| 30D | -18.5% | +36.8% | -55.4% | -20.6% |
| 3M | -19.5% | +23.1% | -42.6% | -21.1% |
| 6M | -41.9% | +3.5% | -45.4% | -43.1% |
| YTD | -51.6% | +25.5% | -77.1% | -52.1% |
| 1Y | -51.2% | +40.1% | -91.3% | -49.4% |
| All | -51.2% | +38.4% | -89.6% | -49.4% |
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