+592.0%
LULU vs LH
+393.5%
+198.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -0.4% |
| 7D | -20.4% | -7.4% | -13.0% | -16.9% |
| 30D | -22.9% | -4.6% | -18.3% | -20.8% |
| 3M | -18.5% | +14.5% | -33.1% | -24.4% |
| 6M | -41.8% | +14.8% | -56.6% | -46.1% |
| YTD | -53.4% | +23.3% | -76.6% | -58.6% |
| 1Y | -40.9% | +13.6% | -54.5% | -45.3% |
| 3Y | -75.6% | +56.3% | -131.9% | -81.5% |
| 5Y | -77.2% | +25.2% | -102.4% | -80.8% |
| 10Y | +49.5% | +179.1% | -129.6% | -27.7% |
| All | +592.0% | +393.5% | +198.5% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling