-74.9%
LULU vs PL
+540.6%
-615.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.5% |
| 7D | -6.5% | +22.3% | -28.8% | -8.2% |
| 30D | +10.7% | -8.3% | +19.0% | +11.2% |
| 3M | -13.6% | -43.3% | +29.7% | -9.8% |
| 6M | -16.5% | -65.8% | +49.3% | -9.5% |
| YTD | -49.7% | -29.5% | -20.2% | -50.3% |
| 1Y | -38.9% | +11.7% | -50.6% | -43.0% |
| All | -74.9% | +540.6% | -615.5% | -82.1% |
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 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