+80.6%
LULU vs MAS
+214.3%
-133.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -6.5% | +1.2% | -7.7% | -7.1% |
| 30D | +10.7% | +21.6% | -10.9% | -0.2% |
| 3M | -13.6% | +14.1% | -27.7% | -19.6% |
| 6M | -16.5% | +22.6% | -39.1% | -26.0% |
| YTD | -49.7% | +35.4% | -85.2% | -58.4% |
| 1Y | -38.9% | +37.5% | -76.4% | -49.9% |
| 3Y | -74.7% | +58.3% | -133.1% | -81.2% |
| 5Y | -76.9% | +39.1% | -116.0% | -82.0% |
| All | +80.6% | +214.3% | -133.6% | -14.8% |
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 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