-77.2%
LULU vs P
+257.7%
-334.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.2% |
| 7D | -20.4% | -4.1% | -16.3% | -19.8% |
| 30D | -22.9% | -14.0% | -8.9% | -20.9% |
| 3M | -18.5% | +41.4% | -60.0% | -26.1% |
| 6M | -41.8% | +54.2% | -96.0% | -49.1% |
| YTD | -53.4% | +40.4% | -93.8% | -58.6% |
| 1Y | -40.9% | +16.0% | -56.8% | -46.3% |
| 3Y | -75.6% | +140.7% | -216.2% | -84.0% |
| 5Y | -77.2% | +256.3% | -333.5% | -87.7% |
| All | -77.2% | +257.7% | -334.9% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling