-66.6%
LULU vs COMP
-47.7%
-18.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.5% | -17.9% | -17.5% |
| 7D | -16.7% | +1.4% | -18.1% | -16.9% |
| 30D | -18.5% | -13.3% | -5.2% | -16.9% |
| 3M | -19.5% | +41.1% | -60.6% | -24.0% |
| 6M | -41.9% | +17.2% | -59.1% | -44.2% |
| YTD | -51.6% | +5.2% | -56.8% | -53.0% |
| 1Y | -51.2% | +18.9% | -70.1% | -53.8% |
| 3Y | -75.1% | +215.9% | -291.0% | -80.9% |
| 5Y | -74.1% | -31.2% | -42.9% | -77.0% |
| All | -66.6% | -47.7% | -18.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling