-30.3%
LULU vs BTSG
+111.7%
-142.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.8% | +4.8% |
| 7D | +6.5% | +17.4% | -10.9% | +3.7% |
| 30D | +20.3% | +12.6% | +7.7% | +17.9% |
| 3M | -8.9% | +11.2% | -20.1% | -10.6% |
| 6M | -13.1% | +30.4% | -43.5% | -20.4% |
| YTD | -46.1% | +86.4% | -132.5% | -57.5% |
| 1Y | -30.3% | +117.9% | -148.2% | -49.3% |
| All | -30.3% | +111.7% | -142.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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