+144.4%
LULU vs KEYS
+1,113.8%
-969.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.6% |
| 7D | -1.6% | +3.5% | -5.1% | -2.9% |
| 30D | -18.1% | -4.5% | -13.6% | -17.0% |
| 3M | -18.8% | -0.4% | -18.4% | -20.5% |
| 6M | -39.2% | +19.1% | -58.3% | -45.5% |
| YTD | -52.4% | +66.7% | -119.0% | -64.1% |
| 1Y | -40.3% | +96.5% | -136.8% | -58.5% |
| 3Y | -75.1% | +155.2% | -230.3% | -85.0% |
| 5Y | -76.7% | +88.0% | -164.7% | -84.1% |
| 10Y | +52.7% | +1,046.8% | -994.0% | -41.3% |
| All | +144.4% | +1,113.8% | -969.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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