-51.2%
LULU vs MAGS
+15.9%
-67.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.4% | -16.0% | -16.3% |
| 7D | -16.7% | +0.5% | -17.3% | -16.8% |
| 30D | -18.5% | +1.5% | -20.0% | -19.1% |
| 3M | -19.5% | +0.5% | -19.9% | -18.9% |
| 6M | -41.9% | +11.6% | -53.5% | -46.4% |
| YTD | -51.6% | +5.3% | -56.9% | -53.7% |
| 1Y | -51.2% | +14.9% | -66.1% | -57.0% |
| All | -51.2% | +15.9% | -67.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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