+428.5%
LULU vs MUB
+74.1%
+354.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -20.4% | -1.2% | -19.2% | -20.0% |
| 30D | -22.9% | -2.8% | -20.1% | -21.9% |
| 3M | -18.5% | -3.1% | -15.5% | -17.4% |
| 6M | -41.8% | -2.9% | -38.9% | -41.0% |
| YTD | -53.4% | -2.0% | -51.4% | -52.9% |
| 1Y | -40.9% | 0.0% | -40.9% | -40.7% |
| 3Y | -75.6% | +7.4% | -83.0% | -76.2% |
| 5Y | -77.2% | +0.8% | -78.0% | -77.5% |
| 10Y | +49.5% | +16.7% | +32.8% | +47.6% |
| All | +428.5% | +74.1% | +354.5% | +424.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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