-75.1%
LULU vs MSI
+70.3%
-145.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -18.1% | -0.8% | -17.4% | -17.9% |
| 3M | -18.8% | +13.9% | -32.7% | -21.9% |
| 6M | -39.2% | +1.3% | -40.6% | -39.7% |
| YTD | -52.4% | +22.3% | -74.7% | -55.7% |
| 1Y | -40.3% | -3.9% | -36.4% | -39.6% |
| 3Y | -75.1% | +69.9% | -145.0% | -82.2% |
| All | -75.1% | +70.3% | -145.4% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling