+53.9%
LULU vs BURL
+188.6%
-134.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -1.0% |
| 7D | -16.9% | -7.0% | -10.0% | -14.9% |
| 30D | -22.0% | -35.6% | +13.6% | -8.4% |
| 3M | -17.8% | -26.3% | +8.4% | -8.6% |
| 6M | -41.3% | -20.7% | -20.6% | -36.7% |
| YTD | -52.0% | -17.2% | -34.8% | -49.3% |
| 1Y | -39.8% | -15.0% | -24.8% | -37.8% |
| 3Y | -74.8% | +53.2% | -128.1% | -80.0% |
| 5Y | -76.3% | -18.7% | -57.6% | -77.2% |
| 10Y | +53.9% | +192.1% | -138.2% | -14.2% |
| All | +53.9% | +188.6% | -134.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling