-40.3%
LULU vs MSI
-2.0%
-38.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -18.1% | -0.8% | -17.4% | -18.0% |
| 3M | -18.8% | +13.9% | -32.7% | -20.5% |
| 6M | -39.2% | +1.3% | -40.6% | -39.9% |
| YTD | -52.4% | +22.3% | -74.7% | -54.3% |
| 1Y | -40.3% | -3.9% | -36.4% | -44.1% |
| All | -40.3% | -2.0% | -38.3% | -44.1% |
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