+606.9%
LULU vs MCO
+975.0%
-368.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.2% |
| 7D | -1.6% | -3.8% | +2.1% | +0.6% |
| 30D | -18.1% | -0.4% | -17.7% | -17.8% |
| 3M | -18.8% | +7.7% | -26.5% | -22.4% |
| 6M | -39.2% | +7.0% | -46.2% | -41.7% |
| YTD | -52.4% | -6.4% | -46.0% | -50.8% |
| 1Y | -40.3% | -7.6% | -32.7% | -38.1% |
| 3Y | -75.1% | +43.2% | -118.3% | -80.5% |
| 5Y | -76.7% | +29.6% | -106.3% | -80.7% |
| 10Y | +52.7% | +389.2% | -336.5% | -43.4% |
| All | +606.9% | +975.0% | -368.1% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling