-37.7%
LULU vs COMP
+7.7%
-45.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | +12.3% | +16.6% | -4.3% | +8.9% |
| 3M | -11.6% | -23.5% | +11.9% | -8.2% |
| 6M | -12.8% | +25.7% | -38.6% | -17.7% |
| YTD | -49.2% | -3.4% | -45.8% | -50.2% |
| 1Y | -37.7% | +7.6% | -45.3% | -38.2% |
| All | -37.7% | +7.7% | -45.4% | -38.2% |
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