+99.4%
LULU vs P
+494.9%
-395.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.2% |
| 7D | -12.6% | +7.8% | -20.4% | -14.1% |
| 30D | -19.7% | +12.3% | -32.1% | -22.6% |
| 3M | -12.2% | +37.1% | -49.3% | -20.1% |
| 6M | -39.3% | +66.1% | -105.4% | -48.0% |
| YTD | -50.3% | +50.9% | -101.3% | -56.7% |
| 1Y | -38.6% | +27.2% | -65.8% | -45.5% |
| 3Y | -74.0% | +158.7% | -232.6% | -82.2% |
| 5Y | -72.9% | +291.1% | -364.0% | -83.7% |
| 10Y | +56.2% | +715.0% | -658.8% | -19.8% |
| All | +99.4% | +494.9% | -395.5% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling