-76.7%
LULU vs MTCH
-73.3%
-3.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | -18.1% | +15.9% | -34.0% | -22.3% |
| 3M | -18.8% | +23.3% | -42.0% | -24.8% |
| 6M | -39.2% | +40.1% | -79.3% | -46.3% |
| YTD | -52.4% | +33.6% | -86.0% | -57.3% |
| 1Y | -40.3% | +14.1% | -54.4% | -43.5% |
| 3Y | -75.1% | +1.4% | -76.5% | -76.5% |
| All | -76.7% | -73.3% | -3.5% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling