-74.9%
LULU vs COMP
+214.1%
-289.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -16.9% | +0.8% | -17.8% | -17.1% |
| 30D | -22.0% | -13.9% | -8.1% | -20.5% |
| 3M | -17.8% | +30.7% | -48.6% | -21.1% |
| 6M | -41.3% | +18.7% | -59.9% | -43.5% |
| YTD | -52.0% | +1.0% | -53.1% | -53.1% |
| 1Y | -39.8% | +15.1% | -54.9% | -42.4% |
| All | -74.9% | +214.1% | -289.0% | -79.7% |
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