+50.0%
LULU vs KEY
+172.4%
-122.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.6% | -1.5% | -0.1% | -1.2% |
| 30D | -18.1% | -3.7% | -14.4% | -17.2% |
| 3M | -18.8% | -1.3% | -17.5% | -18.6% |
| 6M | -39.2% | +13.3% | -52.5% | -41.6% |
| YTD | -52.4% | +9.0% | -61.3% | -53.7% |
| 1Y | -40.3% | +18.7% | -59.0% | -43.5% |
| 3Y | -75.1% | +125.3% | -200.4% | -80.7% |
| 5Y | -76.7% | +40.2% | -117.0% | -80.1% |
| All | +50.0% | +172.4% | -122.5% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling