-30.3%
LULU vs FIVE
+63.3%
-93.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.7% | -1.9% | +2.5% |
| 7D | +6.5% | +7.5% | -1.0% | +4.0% |
| 30D | +20.3% | +16.7% | +3.6% | +14.5% |
| 3M | -8.9% | +13.4% | -22.3% | -13.4% |
| 6M | -13.1% | +9.0% | -22.2% | -16.9% |
| YTD | -46.1% | +33.8% | -79.9% | -53.6% |
| 1Y | -30.3% | +61.2% | -91.4% | -45.2% |
| All | -30.3% | +63.3% | -93.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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