-75.6%
LULU vs BUD
+43.8%
-119.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -20.4% | -3.2% | -17.2% | -19.8% |
| 30D | -22.9% | -3.7% | -19.2% | -22.1% |
| 3M | -18.5% | -4.4% | -14.1% | -17.7% |
| 6M | -41.8% | +7.7% | -49.5% | -42.8% |
| YTD | -53.4% | +23.1% | -76.4% | -55.7% |
| 1Y | -40.9% | +33.6% | -74.5% | -45.0% |
| All | -75.6% | +43.8% | -119.5% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling