+612.3%
LULU vs HDB
+498.7%
+113.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.6% |
| 7D | -16.9% | -4.9% | -12.1% | -15.3% |
| 30D | -22.0% | -5.8% | -16.1% | -20.0% |
| 3M | -17.8% | -5.2% | -12.6% | -16.5% |
| 6M | -41.3% | -25.7% | -15.6% | -34.3% |
| YTD | -52.0% | -39.6% | -12.4% | -41.8% |
| 1Y | -39.8% | -36.9% | -2.9% | -28.5% |
| 3Y | -74.8% | -29.7% | -45.1% | -72.2% |
| 5Y | -76.3% | -37.8% | -38.5% | -72.9% |
| 10Y | +53.9% | +33.7% | +20.2% | +15.7% |
| All | +612.3% | +498.7% | +113.6% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling