+94.7%
LULU vs MAS
+230.1%
-135.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | -0.8% |
| 7D | +4.4% | +3.3% | +1.1% | +2.5% |
| 30D | +19.1% | +25.5% | -6.4% | +5.6% |
| 3M | -12.5% | +11.8% | -24.2% | -17.8% |
| 6M | -14.2% | +21.3% | -35.5% | -23.5% |
| YTD | -45.8% | +37.7% | -83.6% | -55.6% |
| 1Y | -32.3% | +41.0% | -73.3% | -45.3% |
| 3Y | -72.3% | +63.0% | -135.3% | -79.7% |
| 5Y | -76.1% | +44.1% | -120.2% | -81.7% |
| 10Y | +94.7% | +224.3% | -129.6% | -9.7% |
| All | +94.7% | +230.1% | -135.4% | -9.7% |
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