-74.0%
LULU vs BURL
+64.3%
-138.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.8% |
| 7D | -12.6% | -2.6% | -10.0% | -12.0% |
| 30D | -19.7% | -30.8% | +11.0% | -9.5% |
| 3M | -12.2% | -18.7% | +6.4% | -6.5% |
| 6M | -39.3% | -16.4% | -22.9% | -36.1% |
| YTD | -50.3% | -11.6% | -38.8% | -48.8% |
| 1Y | -38.6% | -12.0% | -26.6% | -37.3% |
| 3Y | -74.0% | +63.6% | -137.6% | -77.6% |
| All | -74.0% | +64.3% | -138.2% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling