-74.0%
LULU vs PR
+84.5%
-158.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.4% |
| 7D | -12.6% | -0.6% | -12.0% | -12.4% |
| 30D | -19.7% | +17.4% | -37.1% | -21.7% |
| 3M | -12.2% | +21.8% | -34.0% | -15.2% |
| 6M | -39.3% | +27.6% | -66.9% | -42.7% |
| YTD | -50.3% | +71.4% | -121.8% | -56.5% |
| 1Y | -38.6% | +78.3% | -116.9% | -47.0% |
| All | -74.0% | +84.5% | -158.5% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling