-75.1%
LULU vs MCO
+42.6%
-117.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.3% |
| 7D | -1.6% | -3.8% | +2.1% | +0.5% |
| 30D | -18.1% | -0.4% | -17.7% | -17.7% |
| 3M | -18.8% | +7.7% | -26.5% | -22.0% |
| 6M | -39.2% | +7.0% | -46.2% | -41.3% |
| YTD | -52.4% | -6.4% | -46.0% | -50.7% |
| 1Y | -40.3% | -7.6% | -32.7% | -38.0% |
| 3Y | -75.1% | +43.2% | -118.3% | -79.7% |
| All | -75.1% | +42.6% | -117.7% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling