-51.2%
LULU vs M
+46.1%
-97.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.6% | -20.0% | -18.3% |
| 7D | -16.7% | +4.7% | -21.4% | -18.3% |
| 30D | -18.5% | -9.6% | -8.9% | -15.5% |
| 3M | -19.5% | +0.9% | -20.3% | -20.2% |
| 6M | -41.9% | +22.3% | -64.2% | -47.2% |
| YTD | -51.6% | +6.5% | -58.1% | -54.1% |
| 1Y | -51.2% | +38.8% | -89.9% | -59.0% |
| All | -51.2% | +46.1% | -97.3% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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