-40.3%
LULU vs KEY
+18.0%
-58.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | -1.6% | -1.5% | -0.1% | -0.9% |
| 30D | -18.1% | -3.7% | -14.4% | -16.6% |
| 3M | -18.8% | -1.3% | -17.5% | -18.7% |
| 6M | -39.2% | +13.3% | -52.5% | -44.0% |
| YTD | -52.4% | +9.0% | -61.3% | -55.1% |
| 1Y | -40.3% | +18.7% | -59.0% | -48.0% |
| All | -40.3% | +18.0% | -58.3% | -48.0% |
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