+637.1%
LULU vs LII
+1,257.2%
-620.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +3.9% | +3.3% |
| 7D | -12.6% | +2.1% | -14.7% | -13.8% |
| 30D | -19.7% | -12.4% | -7.3% | -13.7% |
| 3M | -12.2% | -24.8% | +12.6% | +0.2% |
| 6M | -39.3% | -25.2% | -14.2% | -31.4% |
| YTD | -50.3% | -20.3% | -30.1% | -46.2% |
| 1Y | -38.6% | -32.9% | -5.7% | -26.8% |
| 3Y | -74.0% | +2.0% | -76.0% | -77.0% |
| 5Y | -72.9% | +24.4% | -97.4% | -79.5% |
| 10Y | +56.2% | +167.2% | -111.1% | -33.5% |
| All | +637.1% | +1,257.2% | -620.1% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling