+606.9%
LULU vs PHM
+607.8%
-0.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.5% |
| 7D | -1.6% | -5.0% | +3.3% | +0.5% |
| 30D | -18.1% | -8.4% | -9.7% | -15.1% |
| 3M | -18.8% | -4.4% | -14.3% | -17.5% |
| 6M | -39.2% | -3.7% | -35.5% | -38.6% |
| YTD | -52.4% | +1.3% | -53.7% | -53.2% |
| 1Y | -40.3% | -14.0% | -26.3% | -37.3% |
| 3Y | -75.1% | +48.1% | -123.2% | -79.9% |
| 5Y | -76.7% | +158.8% | -235.5% | -85.5% |
| 10Y | +52.7% | +562.8% | -510.1% | -41.6% |
| All | +606.9% | +607.8% | -0.9% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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