+56.2%
LULU vs MAS
+135.2%
-79.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.8% |
| 7D | -12.6% | +1.0% | -13.5% | -13.2% |
| 30D | -19.7% | -8.1% | -11.7% | -16.4% |
| 3M | -12.2% | +3.3% | -15.5% | -14.7% |
| 6M | -39.3% | +12.4% | -51.8% | -44.2% |
| YTD | -50.3% | +13.3% | -63.6% | -54.8% |
| 1Y | -38.6% | -4.7% | -33.9% | -38.6% |
| 3Y | -74.0% | +33.0% | -106.9% | -78.7% |
| 5Y | -72.9% | +33.9% | -106.8% | -78.2% |
| 10Y | +56.2% | +135.4% | -79.2% | -9.9% |
| All | +56.2% | +135.2% | -79.1% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling