-75.5%
LULU vs COMP
-27.8%
-47.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.1% |
| 7D | -12.6% | +4.1% | -16.6% | -13.1% |
| 30D | -19.7% | -14.5% | -5.2% | -17.9% |
| 3M | -12.2% | +41.8% | -54.0% | -17.3% |
| 6M | -39.3% | +23.6% | -62.9% | -42.3% |
| YTD | -50.3% | +1.7% | -52.0% | -51.6% |
| 1Y | -38.6% | +12.6% | -51.2% | -41.4% |
| 3Y | -74.0% | +221.9% | -295.8% | -80.2% |
| All | -75.5% | -27.8% | -47.7% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling