-51.2%
LULU vs MAS
+1.6%
-52.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.8% | -19.2% | -18.0% |
| 7D | -16.7% | -0.8% | -16.0% | -16.6% |
| 30D | -18.5% | -5.6% | -13.0% | -16.9% |
| 3M | -19.5% | +4.4% | -23.9% | -21.4% |
| 6M | -41.9% | +7.2% | -49.1% | -44.5% |
| YTD | -51.6% | +16.1% | -67.7% | -55.2% |
| 1Y | -51.2% | +0.1% | -51.3% | -57.8% |
| All | -51.2% | +1.6% | -52.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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