-77.2%
LULU vs FIVE
+30.6%
-107.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.5% | -2.0% |
| 7D | -20.4% | +0.6% | -21.0% | -21.0% |
| 30D | -22.9% | +3.0% | -25.9% | -24.2% |
| 3M | -18.5% | +23.2% | -41.7% | -25.5% |
| 6M | -41.8% | +9.2% | -50.9% | -44.8% |
| YTD | -53.4% | +28.1% | -81.5% | -58.5% |
| 1Y | -40.9% | +65.3% | -106.2% | -52.7% |
| 3Y | -75.6% | +49.4% | -125.0% | -81.3% |
| 5Y | -77.2% | +29.5% | -106.8% | -82.6% |
| All | -77.2% | +30.6% | -107.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling