+48.2%
LULU vs BURL
+1,001.7%
-953.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.5% |
| 7D | +3.2% | +5.9% | -2.7% | +1.1% |
| 30D | +16.8% | -8.3% | +25.1% | +20.4% |
| 3M | -13.6% | -31.6% | +18.0% | -1.9% |
| 6M | -15.9% | -16.6% | +0.7% | -11.5% |
| YTD | -46.9% | -12.1% | -34.8% | -45.3% |
| 1Y | -35.2% | -10.0% | -25.2% | -34.4% |
| 3Y | -73.3% | +94.3% | -167.6% | -80.2% |
| 5Y | -75.9% | -13.2% | -62.6% | -77.3% |
| 10Y | +93.4% | +252.5% | -159.1% | +10.1% |
| All | +48.2% | +1,001.7% | -953.5% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling