-51.2%
LULU vs PBR
+70.4%
-121.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.9% | -15.5% | -17.6% |
| 7D | -16.7% | +8.6% | -25.3% | -15.5% |
| 30D | -18.5% | +12.8% | -31.3% | -16.8% |
| 3M | -19.5% | +14.7% | -34.1% | -17.3% |
| 6M | -41.9% | +25.2% | -67.1% | -40.3% |
| YTD | -51.6% | +77.1% | -128.7% | -50.8% |
| 1Y | -51.2% | +69.6% | -120.7% | -50.8% |
| All | -51.2% | +70.4% | -121.6% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling