+574.2%
LULU vs BTG
+373.5%
+200.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.6% | -3.8% | +2.1% | -1.4% |
| 30D | -18.1% | +3.6% | -21.8% | -18.3% |
| 3M | -18.8% | +32.0% | -50.8% | -20.2% |
| 6M | -39.2% | +3.4% | -42.6% | -39.6% |
| YTD | -52.4% | +20.8% | -73.2% | -53.2% |
| 1Y | -40.3% | +22.4% | -62.7% | -41.5% |
| 3Y | -75.1% | +91.7% | -166.8% | -76.4% |
| 5Y | -76.7% | +79.0% | -155.7% | -78.0% |
| 10Y | +52.7% | +152.6% | -99.8% | +40.0% |
| All | +574.2% | +373.5% | +200.6% | +429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling