+74.0%
LULU vs FIVE
+875.3%
-801.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.3% |
| 7D | -12.6% | +3.7% | -16.2% | -14.0% |
| 30D | -19.7% | +4.0% | -23.7% | -21.3% |
| 3M | -12.2% | +36.2% | -48.5% | -21.9% |
| 6M | -39.3% | +18.0% | -57.4% | -43.8% |
| YTD | -50.3% | +34.9% | -85.2% | -56.2% |
| 1Y | -38.6% | +67.9% | -106.5% | -50.1% |
| 3Y | -74.0% | +57.3% | -131.3% | -80.0% |
| 5Y | -72.9% | +39.5% | -112.4% | -78.9% |
| 10Y | +56.2% | +496.4% | -440.2% | -26.0% |
| All | +74.0% | +875.3% | -801.3% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling