+46.8%
LULU vs PR
+87.0%
-40.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -2.9% |
| 7D | -20.4% | -0.2% | -20.3% | -20.4% |
| 30D | -22.9% | +10.4% | -33.3% | -23.3% |
| 3M | -18.5% | +21.1% | -39.7% | -19.6% |
| 6M | -41.8% | +28.8% | -70.5% | -42.9% |
| YTD | -53.4% | +71.8% | -125.2% | -55.1% |
| 1Y | -40.9% | +73.3% | -114.2% | -43.1% |
| 3Y | -75.6% | +85.9% | -161.4% | -76.7% |
| 5Y | -77.2% | +421.8% | -499.0% | -79.5% |
| All | +46.8% | +87.0% | -40.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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