+606.9%
LULU vs BTI
+394.9%
+212.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -18.1% | -1.1% | -17.0% | -17.8% |
| 3M | -18.8% | -8.8% | -10.0% | -16.1% |
| 6M | -39.2% | -4.0% | -35.3% | -39.0% |
| YTD | -52.4% | +0.4% | -52.7% | -53.2% |
| 1Y | -40.3% | +1.9% | -42.2% | -41.9% |
| 3Y | -75.1% | +108.5% | -183.6% | -82.6% |
| 5Y | -76.7% | +118.5% | -195.3% | -84.4% |
| 10Y | +52.7% | +75.1% | -22.4% | +7.1% |
| All | +606.9% | +394.9% | +212.0% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling