-30.3%
LULU vs COMP
+23.8%
-54.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.7% | -2.9% | +3.3% |
| 7D | +6.5% | +9.5% | -3.0% | +4.6% |
| 30D | +20.3% | +8.1% | +12.2% | +18.3% |
| 3M | -8.9% | -16.3% | +7.4% | -6.6% |
| 6M | -13.1% | +42.2% | -55.3% | -20.3% |
| YTD | -46.1% | -5.0% | -41.1% | -47.1% |
| 1Y | -30.3% | +20.1% | -50.3% | -34.8% |
| All | -30.3% | +23.8% | -54.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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