+63.0%
LULU vs PR
+167.7%
-104.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.1% |
| 7D | -4.6% | +6.0% | -10.6% | -5.0% |
| 30D | +12.3% | -4.2% | +16.5% | +12.4% |
| 3M | -11.6% | +10.0% | -21.6% | -12.3% |
| 6M | -12.8% | +15.6% | -28.4% | -13.8% |
| YTD | -49.2% | +68.2% | -117.3% | -51.0% |
| 1Y | -37.7% | +79.2% | -116.9% | -40.3% |
| 3Y | -74.7% | +94.9% | -169.6% | -75.9% |
| 5Y | -76.7% | +272.8% | -349.4% | -78.7% |
| 10Y | +82.7% | +84.6% | -1.9% | +67.9% |
| All | +63.0% | +167.7% | -104.6% | +44.8% |
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