-75.1%
LULU vs LH
+58.7%
-133.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | -1.6% | -4.7% | +3.1% | +0.2% |
| 30D | -18.1% | -3.5% | -14.6% | -16.9% |
| 3M | -18.8% | +17.7% | -36.5% | -23.5% |
| 6M | -39.2% | +15.8% | -55.0% | -42.4% |
| YTD | -52.4% | +25.1% | -77.5% | -56.0% |
| 1Y | -40.3% | +12.5% | -52.8% | -43.1% |
| 3Y | -75.1% | +59.8% | -134.9% | -78.5% |
| All | -75.1% | +58.7% | -133.8% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 3y: compounded portfolio wealth divided by compounded LH 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…
3y analysis · Full analysis span regression · 6 months rolling