-51.2%
LULU vs BWA
+59.1%
-110.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.8% | -20.1% | -17.6% |
| 7D | -16.7% | +5.7% | -22.4% | -17.1% |
| 30D | -18.5% | +1.4% | -19.9% | -18.7% |
| 3M | -19.5% | -12.1% | -7.4% | -18.3% |
| 6M | -41.9% | +28.6% | -70.5% | -43.3% |
| YTD | -51.6% | +51.1% | -102.7% | -55.9% |
| 1Y | -51.2% | +55.9% | -107.1% | -56.4% |
| All | -51.2% | +59.1% | -110.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling