-77.2%
LULU vs KEY
+37.9%
-115.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -20.4% | -1.8% | -18.7% | -20.0% |
| 30D | -22.9% | -3.3% | -19.6% | -22.1% |
| 3M | -18.5% | -0.2% | -18.3% | -18.6% |
| 6M | -41.8% | +12.1% | -53.9% | -44.0% |
| YTD | -53.4% | +8.4% | -61.8% | -54.7% |
| 1Y | -40.9% | +17.6% | -58.5% | -44.1% |
| 3Y | -75.6% | +123.3% | -198.9% | -81.0% |
| 5Y | -77.2% | +39.5% | -116.8% | -79.1% |
| All | -77.2% | +37.9% | -115.2% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling