-76.7%
LULU vs MKTX
-60.5%
-16.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -18.1% | +0.7% | -18.8% | -18.2% |
| 3M | -18.8% | +40.8% | -59.6% | -24.7% |
| 6M | -39.2% | -8.0% | -31.2% | -38.5% |
| YTD | -52.4% | -8.7% | -43.6% | -51.8% |
| 1Y | -40.3% | -11.8% | -28.5% | -39.2% |
| 3Y | -75.1% | -24.0% | -51.1% | -74.9% |
| All | -76.7% | -60.5% | -16.2% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling