-40.3%
LULU vs BTSG
+113.2%
-153.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -1.6% | -3.3% | +1.7% | -0.9% |
| 30D | -18.1% | -1.6% | -16.5% | -17.8% |
| 3M | -18.8% | -6.9% | -11.9% | -19.0% |
| 6M | -39.2% | +42.1% | -81.3% | -48.2% |
| YTD | -52.4% | +56.8% | -109.2% | -61.2% |
| 1Y | -40.3% | +109.8% | -150.1% | -56.3% |
| All | -40.3% | +113.2% | -153.5% | -56.3% |
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