-51.2%
LULU vs LII
-28.2%
-23.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.2% | -18.5% | -17.6% |
| 7D | -16.7% | -0.7% | -16.0% | -16.6% |
| 30D | -18.5% | -12.6% | -5.9% | -16.0% |
| 3M | -19.5% | -24.4% | +5.0% | -15.4% |
| 6M | -41.9% | -28.7% | -13.2% | -38.6% |
| YTD | -51.6% | -19.1% | -32.4% | -50.5% |
| 1Y | -51.2% | -29.7% | -21.5% | -51.2% |
| All | -51.2% | -28.2% | -23.0% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling