-76.7%
LULU vs HDB
-34.5%
-42.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.9% | -4.7% | -0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -2.0% |
| 30D | -18.1% | +1.0% | -19.1% | -18.4% |
| 3M | -18.8% | -2.0% | -16.8% | -18.8% |
| 6M | -39.2% | -18.1% | -21.1% | -35.4% |
| YTD | -52.4% | -36.1% | -16.2% | -45.0% |
| 1Y | -40.3% | -34.0% | -6.3% | -32.0% |
| 3Y | -75.1% | -26.7% | -48.4% | -73.3% |
| All | -76.7% | -34.5% | -42.2% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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