-33.1%
LULU vs MKTX
+5.3%
-38.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +6.5% | +0.5% | +6.0% | +6.4% |
| 30D | +20.3% | +1.0% | +19.4% | +20.2% |
| 3M | -8.9% | +2.5% | -11.4% | -9.2% |
| 6M | -13.1% | +8.0% | -21.1% | -13.4% |
| YTD | -46.1% | -7.3% | -38.8% | -44.8% |
| All | -33.1% | +5.3% | -38.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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