-76.9%
LULU vs MOS
-32.9%
-44.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -1.8% |
| 7D | -6.5% | -2.6% | -4.0% | -6.0% |
| 30D | +10.7% | +13.5% | -2.7% | +7.3% |
| 3M | -13.6% | -2.9% | -10.7% | -13.6% |
| 6M | -16.5% | -1.0% | -15.5% | -17.3% |
| YTD | -49.7% | -7.2% | -42.5% | -50.3% |
| 1Y | -38.9% | -11.4% | -27.5% | -38.9% |
| 3Y | -74.7% | -29.0% | -45.8% | -73.9% |
| 5Y | -76.9% | -34.0% | -42.9% | -78.4% |
| All | -76.9% | -32.9% | -44.0% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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