+606.9%
LULU vs PBR
+188.1%
+418.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -1.6% | +5.4% | -7.0% | -2.8% |
| 30D | -18.1% | +22.9% | -41.0% | -22.0% |
| 3M | -18.8% | +19.6% | -38.4% | -22.4% |
| 6M | -39.2% | +16.5% | -55.7% | -41.9% |
| YTD | -52.4% | +86.7% | -139.0% | -59.5% |
| 1Y | -40.3% | +74.7% | -115.0% | -48.6% |
| 3Y | -75.1% | +102.6% | -177.7% | -79.7% |
| 5Y | -76.7% | +566.6% | -643.3% | -86.6% |
| 10Y | +52.7% | +686.1% | -633.3% | -28.9% |
| All | +606.9% | +188.1% | +418.8% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling