-40.3%
LULU vs FIVE
+66.5%
-106.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | -18.1% | +2.7% | -20.8% | -19.1% |
| 3M | -18.8% | +21.1% | -39.9% | -24.5% |
| 6M | -39.2% | +11.9% | -51.1% | -42.6% |
| YTD | -52.4% | +29.9% | -82.2% | -57.8% |
| 1Y | -40.3% | +67.8% | -108.1% | -52.0% |
| All | -40.3% | +66.5% | -106.8% | -52.0% |
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