+637.1%
LULU vs PAAS
+146.5%
+490.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.7% |
| 7D | -12.6% | +2.0% | -14.6% | -12.7% |
| 30D | -19.7% | -0.1% | -19.7% | -19.9% |
| 3M | -12.2% | +8.2% | -20.5% | -13.7% |
| 6M | -39.3% | -13.8% | -25.6% | -38.6% |
| YTD | -50.3% | -0.6% | -49.7% | -51.1% |
| 1Y | -38.6% | +44.0% | -82.6% | -43.2% |
| 3Y | -74.0% | +246.6% | -320.5% | -79.7% |
| 5Y | -72.9% | +116.1% | -189.0% | -77.9% |
| 10Y | +56.2% | +202.7% | -146.6% | +9.8% |
| All | +637.1% | +146.5% | +490.6% | +299.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling