+606.9%
LULU vs HIG
+118.6%
+488.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -1.6% | -1.5% | -0.2% | -1.3% |
| 30D | -18.1% | -0.4% | -17.8% | -18.0% |
| 3M | -18.8% | +6.7% | -25.4% | -19.9% |
| 6M | -39.2% | +2.0% | -41.2% | -39.6% |
| YTD | -52.4% | +0.3% | -52.7% | -52.5% |
| 1Y | -40.3% | +4.2% | -44.5% | -41.0% |
| 3Y | -75.1% | +102.2% | -177.3% | -78.8% |
| 5Y | -76.7% | +118.5% | -195.2% | -80.6% |
| 10Y | +52.7% | +311.1% | -258.4% | +8.3% |
| All | +606.9% | +118.6% | +488.3% | +583.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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