-51.2%
LULU vs MCO
+0.4%
-51.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.1% | -15.2% | -16.2% |
| 7D | -16.7% | -4.2% | -12.6% | -14.7% |
| 30D | -18.5% | +2.2% | -20.7% | -19.2% |
| 3M | -19.5% | +10.1% | -29.6% | -23.3% |
| 6M | -41.9% | +5.3% | -47.2% | -43.4% |
| YTD | -51.6% | -2.7% | -48.8% | -50.6% |
| 1Y | -51.2% | -0.4% | -50.8% | -51.6% |
| All | -51.2% | +0.4% | -51.6% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling