-74.9%
LULU vs PCOR
+49.3%
-124.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -6.5% | +2.2% | -8.7% | -7.2% |
| 30D | +10.7% | +37.4% | -26.7% | -0.4% |
| 3M | -13.6% | +33.2% | -46.8% | -21.7% |
| 6M | -16.5% | +60.6% | -77.1% | -29.3% |
| YTD | -49.7% | +6.2% | -55.9% | -52.2% |
| 1Y | -38.9% | -1.1% | -37.8% | -40.6% |
| All | -74.9% | +49.3% | -124.2% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 3y: compounded portfolio wealth divided by compounded PCOR 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…
3y analysis · Full analysis span regression · 6 months rolling