+606.9%
LULU vs MTB
+303.3%
+303.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -18.1% | -4.8% | -13.3% | -16.3% |
| 3M | -18.8% | +6.0% | -24.7% | -20.9% |
| 6M | -39.2% | +19.6% | -58.8% | -44.0% |
| YTD | -52.4% | +21.5% | -73.9% | -56.5% |
| 1Y | -40.3% | +24.7% | -65.0% | -46.2% |
| 3Y | -75.1% | +108.6% | -183.7% | -82.6% |
| 5Y | -76.7% | +106.7% | -183.5% | -84.5% |
| 10Y | +52.7% | +172.5% | -119.8% | -25.0% |
| All | +606.9% | +303.3% | +303.6% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling