-51.2%
LULU vs MTB
+23.4%
-74.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.1% | -17.3% | -17.3% |
| 7D | -16.7% | +1.7% | -18.4% | -17.5% |
| 30D | -18.5% | -4.2% | -14.4% | -16.8% |
| 3M | -19.5% | +8.9% | -28.3% | -23.0% |
| 6M | -41.9% | +10.9% | -52.8% | -45.2% |
| YTD | -51.6% | +21.5% | -73.1% | -56.7% |
| 1Y | -51.2% | +21.9% | -73.1% | -54.9% |
| All | -51.2% | +23.4% | -74.6% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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