-79.3%
LULU vs BTSG
+389.4%
-468.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -1.6% | -3.3% | +1.7% | -1.0% |
| 30D | -18.1% | -1.6% | -16.5% | -17.9% |
| 3M | -18.8% | -6.9% | -11.9% | -18.4% |
| 6M | -39.2% | +42.1% | -81.3% | -44.8% |
| YTD | -52.4% | +56.8% | -109.2% | -57.7% |
| 1Y | -40.3% | +109.8% | -150.1% | -50.0% |
| All | -79.3% | +389.4% | -468.7% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling