-76.7%
LULU vs MSI
+102.7%
-179.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -18.1% | -0.8% | -17.4% | -17.8% |
| 3M | -18.8% | +13.9% | -32.7% | -24.5% |
| 6M | -39.2% | +1.3% | -40.6% | -40.2% |
| YTD | -52.4% | +22.3% | -74.7% | -58.4% |
| 1Y | -40.3% | -3.9% | -36.4% | -39.7% |
| 3Y | -75.1% | +69.9% | -145.0% | -84.2% |
| All | -76.7% | +102.7% | -179.4% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling