-30.3%
LULU vs LTH
+84.0%
-114.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.3% | -1.5% | +3.2% |
| 7D | +6.5% | +9.9% | -3.4% | +4.1% |
| 30D | +20.3% | +18.3% | +2.0% | +15.8% |
| 3M | -8.9% | +5.9% | -14.9% | -10.4% |
| 6M | -13.1% | +80.3% | -93.4% | -26.0% |
| YTD | -46.1% | +78.3% | -124.4% | -53.8% |
| 1Y | -30.3% | +81.0% | -111.3% | -40.5% |
| All | -30.3% | +84.0% | -114.3% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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