-30.3%
LULU vs MTCH
+27.4%
-57.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.4% | +0.3% | +2.8% |
| 7D | +6.5% | -4.4% | +10.9% | +8.4% |
| 30D | +20.3% | -0.3% | +20.6% | +19.5% |
| 3M | -8.9% | -2.0% | -6.9% | -9.2% |
| 6M | -13.1% | +6.4% | -19.6% | -17.7% |
| YTD | -46.1% | +27.3% | -73.4% | -54.4% |
| 1Y | -30.3% | +30.3% | -60.6% | -42.3% |
| All | -30.3% | +27.4% | -57.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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