-51.2%
LULU vs KEY
+21.3%
-72.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.3% | -17.6% | -17.5% |
| 7D | -16.7% | +2.2% | -18.9% | -17.8% |
| 30D | -18.5% | -3.0% | -15.5% | -17.2% |
| 3M | -19.5% | +3.3% | -22.8% | -21.5% |
| 6M | -41.9% | +9.2% | -51.1% | -45.6% |
| YTD | -51.6% | +10.6% | -62.2% | -55.2% |
| 1Y | -51.2% | +20.4% | -71.6% | -56.2% |
| All | -51.2% | +21.3% | -72.5% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling