-74.0%
LULU vs PL
+518.4%
-592.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.7% |
| 7D | -12.6% | -7.5% | -5.0% | -12.0% |
| 30D | -19.7% | -25.6% | +5.8% | -17.7% |
| 3M | -12.2% | -45.6% | +33.4% | -7.9% |
| 6M | -39.3% | -29.5% | -9.8% | -38.9% |
| YTD | -50.3% | -9.7% | -40.7% | -51.7% |
| 1Y | -38.6% | +84.4% | -123.0% | -45.7% |
| 3Y | -74.0% | +550.0% | -624.0% | -82.3% |
| All | -74.0% | +518.4% | -592.4% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling