-70.7%
LULU vs PL
+67.9%
-138.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | -1.6% | -9.2% | +7.6% | -0.5% |
| 30D | -18.1% | -32.9% | +14.7% | -14.1% |
| 3M | -18.8% | -51.9% | +33.1% | -11.8% |
| 6M | -39.2% | -35.3% | -3.9% | -38.1% |
| YTD | -52.4% | -16.6% | -35.8% | -53.7% |
| 1Y | -40.3% | +70.1% | -110.4% | -48.8% |
| 3Y | -75.1% | +479.2% | -554.3% | -84.4% |
| 5Y | -76.7% | +65.9% | -142.7% | -84.6% |
| All | -70.7% | +67.9% | -138.6% | -80.7% |
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