-75.1%
LULU vs LTH
+153.8%
-228.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -4.0% | +2.4% | -0.8% |
| 30D | -18.1% | -5.3% | -12.8% | -17.2% |
| 3M | -18.8% | +19.0% | -37.8% | -22.0% |
| 6M | -39.2% | +55.8% | -95.0% | -45.4% |
| YTD | -52.4% | +56.1% | -108.5% | -57.3% |
| 1Y | -40.3% | +41.3% | -81.6% | -45.3% |
| 3Y | -75.1% | +156.6% | -231.7% | -79.0% |
| All | -75.1% | +153.8% | -228.9% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling