-74.9%
LULU vs FIVE
+52.3%
-127.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -2.5% |
| 7D | -16.9% | +1.7% | -18.6% | -17.6% |
| 30D | -22.0% | +5.0% | -27.0% | -23.5% |
| 3M | -17.8% | +29.5% | -47.3% | -24.7% |
| 6M | -41.3% | +12.4% | -53.7% | -44.2% |
| YTD | -52.0% | +31.2% | -83.2% | -56.6% |
| 1Y | -39.8% | +72.9% | -112.7% | -50.1% |
| All | -74.9% | +52.3% | -127.2% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling