-51.2%
LULU vs MSI
-0.7%
-50.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.9% | -16.5% | -17.2% |
| 7D | -16.7% | -3.7% | -13.0% | -16.2% |
| 30D | -18.5% | +6.8% | -25.4% | -19.5% |
| 3M | -19.5% | +14.3% | -33.8% | -21.3% |
| 6M | -41.9% | -1.6% | -40.3% | -42.5% |
| YTD | -51.6% | +22.8% | -74.4% | -53.5% |
| 1Y | -51.2% | -1.1% | -50.1% | -54.8% |
| All | -51.2% | -0.7% | -50.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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