+50.0%
LULU vs FIVE
+491.7%
-441.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.6% |
| 7D | -1.6% | -3.0% | +1.4% | -0.4% |
| 30D | -18.1% | +2.7% | -20.8% | -19.4% |
| 3M | -18.8% | +21.1% | -39.9% | -25.2% |
| 6M | -39.2% | +11.9% | -51.1% | -43.0% |
| YTD | -52.4% | +29.9% | -82.2% | -57.9% |
| 1Y | -40.3% | +67.8% | -108.1% | -52.4% |
| 3Y | -75.1% | +52.8% | -127.9% | -81.2% |
| 5Y | -76.7% | +31.3% | -108.1% | -82.0% |
| All | +50.0% | +491.7% | -441.7% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling