+667.5%
LULU vs MAS
+453.6%
+213.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.7% |
| 7D | -4.1% | -1.8% | -2.3% | -3.2% |
| 30D | +13.5% | +23.6% | -10.1% | +1.3% |
| 3M | -14.5% | +12.4% | -26.9% | -19.9% |
| 6M | -15.0% | +21.9% | -36.8% | -24.4% |
| YTD | -48.3% | +36.1% | -84.4% | -57.4% |
| 1Y | -36.7% | +39.5% | -76.2% | -48.6% |
| 3Y | -74.0% | +59.1% | -133.2% | -80.7% |
| 5Y | -76.3% | +44.4% | -120.7% | -81.7% |
| 10Y | +85.8% | +217.0% | -131.2% | -10.9% |
| All | +667.5% | +453.6% | +213.9% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling