+50.0%
LULU vs MTCH
+208.0%
-158.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | -1.6% | +1.3% | -2.9% | -2.0% |
| 30D | -18.1% | +15.9% | -34.0% | -21.7% |
| 3M | -18.8% | +23.3% | -42.0% | -24.0% |
| 6M | -39.2% | +40.1% | -79.3% | -45.3% |
| YTD | -52.4% | +33.6% | -86.0% | -56.5% |
| 1Y | -40.3% | +14.1% | -54.4% | -43.0% |
| 3Y | -75.1% | +1.4% | -76.5% | -76.2% |
| 5Y | -76.7% | -73.1% | -3.6% | -69.4% |
| All | +50.0% | +208.0% | -158.1% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling