-75.6%
LULU vs M
+97.0%
-172.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.8% | -1.5% |
| 7D | -20.4% | -8.8% | -11.7% | -18.5% |
| 30D | -22.9% | -16.4% | -6.5% | -18.9% |
| 3M | -18.5% | -10.8% | -7.7% | -16.2% |
| 6M | -41.8% | +16.1% | -57.9% | -44.6% |
| YTD | -53.4% | -5.3% | -48.1% | -53.3% |
| 1Y | -40.9% | +24.9% | -65.8% | -45.2% |
| All | -75.6% | +97.0% | -172.7% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling