+1,425.9%
LULU vs BUD
+192.2%
+1,233.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.4% |
| 7D | -16.9% | -1.3% | -15.6% | -16.5% |
| 30D | -22.0% | -6.1% | -15.8% | -19.7% |
| 3M | -17.8% | -3.8% | -14.1% | -16.5% |
| 6M | -41.3% | +8.2% | -49.4% | -43.5% |
| YTD | -52.0% | +23.6% | -75.6% | -56.7% |
| 1Y | -39.8% | +33.4% | -73.2% | -47.6% |
| 3Y | -74.8% | +45.3% | -120.2% | -79.5% |
| 5Y | -76.3% | +44.3% | -120.6% | -80.9% |
| 10Y | +53.9% | -22.8% | +76.7% | +51.6% |
| All | +1,425.9% | +192.2% | +1,233.7% | +461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling