-75.1%
LULU vs MTUM
+114.7%
-189.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.6% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -18.1% | -2.4% | -15.7% | -17.4% |
| 3M | -18.8% | -3.6% | -15.1% | -19.3% |
| 6M | -39.2% | +23.7% | -62.9% | -49.3% |
| YTD | -52.4% | +22.9% | -75.3% | -60.2% |
| 1Y | -40.3% | +21.8% | -62.1% | -49.9% |
| 3Y | -75.1% | +114.4% | -189.5% | -87.2% |
| All | -75.1% | +114.7% | -189.8% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 3y: compounded portfolio wealth divided by compounded MTUM 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…
3y analysis · Full analysis span regression · 6 months rolling