-75.1%
LULU vs PSA
+22.3%
-97.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | -18.1% | -8.4% | -9.7% | -15.8% |
| 3M | -18.8% | -7.8% | -10.9% | -16.7% |
| 6M | -39.2% | +0.8% | -40.0% | -39.4% |
| YTD | -52.4% | +16.5% | -68.9% | -54.4% |
| 1Y | -40.3% | +4.7% | -45.0% | -41.2% |
| 3Y | -75.1% | +21.1% | -96.2% | -77.3% |
| All | -75.1% | +22.3% | -97.4% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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