-64.9%
LULU vs COMP
-52.0%
-13.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | +12.3% | +16.6% | -4.3% | +9.4% |
| 3M | -11.6% | -23.5% | +11.9% | -8.4% |
| 6M | -12.8% | +25.7% | -38.6% | -16.8% |
| YTD | -49.2% | -3.4% | -45.8% | -50.2% |
| 1Y | -37.7% | +7.6% | -45.3% | -40.1% |
| 3Y | -74.7% | +423.6% | -498.3% | -82.2% |
| 5Y | -76.7% | -10.6% | -66.1% | -80.0% |
| All | -64.9% | -52.0% | -13.0% | -66.8% |
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 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