-70.2%
LULU vs PL
+84.9%
-155.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.3% | -16.1% | -17.2% |
| 7D | -16.7% | -9.3% | -7.4% | -15.7% |
| 30D | -18.5% | -18.9% | +0.4% | -16.6% |
| 3M | -19.5% | -58.4% | +38.9% | -11.1% |
| 6M | -41.9% | -30.3% | -11.6% | -41.4% |
| YTD | -51.6% | -8.1% | -43.5% | -53.5% |
| 1Y | -51.2% | +180.5% | -231.7% | -61.7% |
| 3Y | -75.1% | +444.1% | -519.3% | -84.1% |
| 5Y | -74.1% | +83.0% | -157.1% | -83.0% |
| All | -70.2% | +84.9% | -155.1% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling