+55.3%
LULU vs PR
+169.5%
-114.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.8% | -17.3% |
| 7D | -16.7% | +2.9% | -19.6% | -16.8% |
| 30D | -18.5% | +18.0% | -36.6% | -19.3% |
| 3M | -19.5% | +16.9% | -36.3% | -20.3% |
| 6M | -41.9% | +28.2% | -70.1% | -43.0% |
| YTD | -51.6% | +69.3% | -120.9% | -53.3% |
| 1Y | -51.2% | +69.5% | -120.7% | -52.9% |
| 3Y | -75.1% | +81.7% | -156.8% | -76.2% |
| 5Y | -74.1% | +422.2% | -496.3% | -76.6% |
| 10Y | +46.7% | +110.4% | -63.6% | +34.7% |
| All | +55.3% | +169.5% | -114.2% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling