+50.0%
LULU vs BWA
+156.8%
-106.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -18.1% | -2.9% | -15.2% | -17.6% |
| 3M | -18.8% | -10.7% | -8.1% | -16.1% |
| 6M | -39.2% | +26.5% | -65.7% | -45.3% |
| YTD | -52.4% | +49.1% | -101.5% | -60.7% |
| 1Y | -40.3% | +52.1% | -92.4% | -51.2% |
| 3Y | -75.1% | +72.6% | -147.7% | -81.2% |
| 5Y | -76.7% | +89.4% | -166.1% | -83.6% |
| All | +50.0% | +156.8% | -106.8% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling