-40.9%
LULU vs PR
+78.8%
-119.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -2.8% |
| 7D | -20.4% | -0.2% | -20.3% | -20.5% |
| 30D | -22.9% | +10.4% | -33.3% | -21.2% |
| 3M | -18.5% | +21.1% | -39.7% | -14.9% |
| 6M | -41.8% | +28.8% | -70.5% | -39.7% |
| YTD | -53.4% | +71.8% | -125.2% | -51.8% |
| 1Y | -40.9% | +73.3% | -114.2% | -38.4% |
| All | -40.9% | +78.8% | -119.7% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling