+50.0%
LULU vs P
+718.8%
-668.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.2% | +1.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | -18.1% | -11.9% | -6.3% | -16.1% |
| 3M | -18.8% | +41.6% | -60.4% | -27.4% |
| 6M | -39.2% | +58.1% | -97.3% | -48.1% |
| YTD | -52.4% | +46.5% | -98.9% | -58.8% |
| 1Y | -40.3% | +19.1% | -59.4% | -46.8% |
| 3Y | -75.1% | +150.6% | -225.7% | -83.7% |
| 5Y | -76.7% | +271.8% | -348.5% | -87.0% |
| All | +50.0% | +718.8% | -668.9% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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