+592.0%
LULU vs LEN
+225.7%
+366.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -1.4% |
| 7D | -20.4% | -7.8% | -12.7% | -17.9% |
| 30D | -22.9% | -11.0% | -11.9% | -19.2% |
| 3M | -18.5% | -12.8% | -5.8% | -14.2% |
| 6M | -41.8% | -20.2% | -21.6% | -36.7% |
| YTD | -53.4% | -23.0% | -30.4% | -48.9% |
| 1Y | -40.9% | -41.8% | +0.9% | -28.0% |
| 3Y | -75.6% | -28.8% | -46.8% | -73.3% |
| 5Y | -77.2% | -12.6% | -64.6% | -77.3% |
| 10Y | +49.5% | +101.7% | -52.2% | -1.9% |
| All | +592.0% | +225.7% | +366.3% | +179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling