+50.0%
LULU vs PAAS
+230.4%
-180.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | -18.1% | -3.6% | -14.6% | -17.9% |
| 3M | -18.8% | +8.6% | -27.3% | -19.8% |
| 6M | -39.2% | -16.7% | -22.5% | -38.4% |
| YTD | -52.4% | -1.9% | -50.5% | -52.8% |
| 1Y | -40.3% | +38.0% | -78.3% | -43.2% |
| 3Y | -75.1% | +234.9% | -310.0% | -79.1% |
| 5Y | -76.7% | +119.5% | -196.2% | -79.9% |
| All | +50.0% | +230.4% | -180.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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