-72.3%
LULU vs BURL
+95.8%
-168.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.2% |
| 7D | +4.4% | +7.7% | -3.3% | +1.8% |
| 30D | +19.1% | -7.1% | +26.2% | +21.8% |
| 3M | -12.5% | -30.3% | +17.8% | -1.9% |
| 6M | -14.2% | -15.5% | +1.3% | -10.5% |
| YTD | -45.8% | -11.0% | -34.9% | -44.5% |
| 1Y | -32.3% | -8.4% | -23.8% | -31.8% |
| 3Y | -72.3% | +96.7% | -169.0% | -75.2% |
| All | -72.3% | +95.8% | -168.1% | -75.2% |
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 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