+50.0%
LULU vs LEN
+108.0%
-58.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.2% |
| 7D | -1.6% | -4.8% | +3.1% | +0.3% |
| 30D | -18.1% | -6.6% | -11.5% | -15.8% |
| 3M | -18.8% | -15.7% | -3.1% | -13.0% |
| 6M | -39.2% | -16.6% | -22.6% | -34.8% |
| YTD | -52.4% | -21.3% | -31.0% | -48.1% |
| 1Y | -40.3% | -42.0% | +1.7% | -26.4% |
| 3Y | -75.1% | -27.9% | -47.2% | -73.0% |
| 5Y | -76.7% | -10.7% | -66.0% | -77.5% |
| All | +50.0% | +108.0% | -58.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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