-51.2%
LULU vs BTI
+5.0%
-56.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.1% | -16.3% | -17.5% |
| 7D | -16.7% | -1.4% | -15.3% | -16.9% |
| 30D | -18.5% | -6.6% | -11.9% | -19.4% |
| 3M | -19.5% | -3.0% | -16.5% | -19.1% |
| 6M | -41.9% | -6.7% | -35.2% | -41.7% |
| YTD | -51.6% | +0.6% | -52.1% | -50.4% |
| 1Y | -51.2% | +5.6% | -56.8% | -51.1% |
| All | -51.2% | +5.0% | -56.2% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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