-68.7%
LULU vs PL
+40.9%
-109.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.2% |
| 7D | -4.6% | +10.0% | -14.7% | -5.8% |
| 30D | +12.3% | -2.3% | +14.6% | +12.1% |
| 3M | -11.6% | -44.2% | +32.6% | -5.8% |
| 6M | -12.8% | -66.1% | +53.3% | -2.3% |
| YTD | -49.2% | -30.0% | -19.2% | -49.9% |
| 1Y | -37.7% | +21.0% | -58.8% | -44.0% |
| 3Y | -74.7% | +516.5% | -591.2% | -84.6% |
| 5Y | -76.7% | +32.0% | -108.7% | -83.7% |
| All | -68.7% | +40.9% | -109.6% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling