+691.4%
LULU vs MAS
+436.1%
+255.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | 0.0% |
| 7D | +3.3% | +2.4% | +1.0% | +1.9% |
| 30D | +20.6% | +19.8% | +0.7% | +9.5% |
| 3M | -11.2% | +9.8% | -21.0% | -15.8% |
| 6M | -16.1% | +15.8% | -31.9% | -23.3% |
| YTD | -46.7% | +31.8% | -78.5% | -55.2% |
| 1Y | -32.3% | +35.4% | -67.6% | -44.0% |
| 3Y | -72.8% | +59.2% | -132.0% | -79.8% |
| 5Y | -76.3% | +41.2% | -117.6% | -81.5% |
| 10Y | +98.4% | +221.6% | -123.2% | -5.6% |
| All | +691.4% | +436.1% | +255.3% | +106.3% |
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