-76.3%
LULU vs PR
+429.1%
-505.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | -16.9% | -0.8% | -16.1% | -16.8% |
| 30D | -22.0% | +11.3% | -33.2% | -23.3% |
| 3M | -17.8% | +24.1% | -41.9% | -20.9% |
| 6M | -41.3% | +25.4% | -66.6% | -44.0% |
| YTD | -52.0% | +71.2% | -123.2% | -57.0% |
| 1Y | -39.8% | +78.6% | -118.4% | -46.6% |
| 3Y | -74.8% | +85.2% | -160.1% | -78.2% |
| 5Y | -76.3% | +419.0% | -495.3% | -82.2% |
| All | -76.3% | +429.1% | -505.4% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling