+618.6%
LULU vs MAS
+372.2%
+246.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.8% | -19.2% | -18.3% |
| 7D | -16.7% | -0.8% | -16.0% | -16.6% |
| 30D | -18.5% | -5.6% | -13.0% | -16.2% |
| 3M | -19.5% | +4.4% | -23.9% | -22.1% |
| 6M | -41.9% | +7.2% | -49.1% | -45.2% |
| YTD | -51.6% | +16.1% | -67.7% | -56.5% |
| 1Y | -51.2% | +0.1% | -51.3% | -52.6% |
| 3Y | -75.1% | +28.3% | -103.4% | -79.3% |
| 5Y | -74.1% | +30.5% | -104.6% | -78.9% |
| 10Y | +46.7% | +139.1% | -92.4% | -18.6% |
| All | +618.6% | +372.2% | +246.5% | +100.6% |
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