-74.2%
LULU vs COMP
+426.2%
-500.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.0% |
| 7D | -4.1% | +2.2% | -6.3% | -4.6% |
| 30D | +13.5% | +16.3% | -2.8% | +10.8% |
| 3M | -14.5% | -19.1% | +4.7% | -12.4% |
| 6M | -15.0% | +17.1% | -32.1% | -17.7% |
| YTD | -48.3% | -2.9% | -45.4% | -49.4% |
| 1Y | -36.7% | +8.8% | -45.5% | -39.1% |
| All | -74.2% | +426.2% | -500.4% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling