-67.8%
LULU vs COMP
-52.3%
-15.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.3% | -2.1% |
| 7D | -20.4% | -8.4% | -12.0% | -19.4% |
| 30D | -22.9% | -20.2% | -2.7% | -20.3% |
| 3M | -18.5% | +28.1% | -46.6% | -22.0% |
| 6M | -41.8% | +14.9% | -56.6% | -43.9% |
| YTD | -53.4% | -4.2% | -49.2% | -54.1% |
| 1Y | -40.9% | +10.2% | -51.1% | -43.4% |
| 3Y | -75.6% | +203.3% | -278.9% | -81.2% |
| 5Y | -77.2% | -29.2% | -48.0% | -79.8% |
| All | -67.8% | -52.3% | -15.5% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling