+50.0%
LULU vs M
-3.0%
+53.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.6% | +0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -0.7% |
| 30D | -18.1% | -7.2% | -10.9% | -16.8% |
| 3M | -18.8% | -11.1% | -7.6% | -16.8% |
| 6M | -39.2% | +28.8% | -68.0% | -43.0% |
| YTD | -52.4% | +2.0% | -54.4% | -53.0% |
| 1Y | -40.3% | +31.3% | -71.6% | -44.5% |
| 3Y | -75.1% | +119.1% | -194.2% | -80.3% |
| 5Y | -76.7% | +29.7% | -106.4% | -79.9% |
| All | +50.0% | -3.0% | +53.0% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling