-37.7%
LULU vs PL
+12.6%
-50.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.2% |
| 7D | -4.6% | +10.0% | -14.7% | -4.9% |
| 30D | +12.3% | -2.3% | +14.6% | +12.3% |
| 3M | -11.6% | -44.2% | +32.6% | -10.5% |
| 6M | -12.8% | -66.1% | +53.3% | -10.1% |
| YTD | -49.2% | -30.0% | -19.2% | -48.0% |
| 1Y | -37.7% | +21.0% | -58.8% | -36.4% |
| All | -37.7% | +12.6% | -50.3% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling