+606.9%
LULU vs MDY
+444.0%
+162.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.2% |
| 7D | -1.6% | -1.9% | +0.2% | +0.5% |
| 30D | -18.1% | -4.6% | -13.5% | -13.7% |
| 3M | -18.8% | -1.2% | -17.5% | -17.9% |
| 6M | -39.2% | +9.2% | -48.4% | -45.1% |
| YTD | -52.4% | +13.1% | -65.4% | -58.6% |
| 1Y | -40.3% | +13.0% | -53.3% | -48.1% |
| 3Y | -75.1% | +49.2% | -124.3% | -84.3% |
| 5Y | -76.7% | +47.2% | -124.0% | -85.0% |
| 10Y | +52.7% | +176.0% | -123.2% | -56.1% |
| All | +606.9% | +444.0% | +162.9% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling