+654.6%
LULU vs LII
+1,145.1%
-490.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -4.6% | +2.9% | -7.6% | -6.2% |
| 30D | +12.3% | +0.9% | +11.4% | +11.1% |
| 3M | -11.6% | -15.5% | +3.9% | -3.5% |
| 6M | -12.8% | -30.2% | +17.4% | +2.9% |
| YTD | -49.2% | -26.8% | -22.3% | -42.5% |
| 1Y | -37.7% | -25.3% | -12.5% | -30.5% |
| 3Y | -74.7% | -7.8% | -66.9% | -76.3% |
| 5Y | -76.7% | +17.0% | -93.6% | -81.7% |
| 10Y | +82.7% | +169.9% | -87.2% | -23.6% |
| All | +654.6% | +1,145.1% | -490.4% | +0.6% |
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