-51.2%
LULU vs MDY
+17.9%
-69.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.1% | -17.5% | -17.5% |
| 7D | -16.7% | +0.1% | -16.9% | -16.8% |
| 30D | -18.5% | -1.5% | -17.1% | -17.5% |
| 3M | -19.5% | +0.8% | -20.2% | -20.5% |
| 6M | -41.9% | +7.4% | -49.3% | -46.6% |
| YTD | -51.6% | +15.2% | -66.8% | -58.3% |
| 1Y | -51.2% | +16.5% | -67.7% | -59.3% |
| All | -51.2% | +17.9% | -69.1% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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