+592.0%
LULU vs PSA
+749.3%
-157.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -20.4% | -3.6% | -16.8% | -18.6% |
| 30D | -22.9% | -9.4% | -13.5% | -18.3% |
| 3M | -18.5% | -8.2% | -10.3% | -14.5% |
| 6M | -41.8% | -1.8% | -40.0% | -41.5% |
| YTD | -53.4% | +15.7% | -69.1% | -57.5% |
| 1Y | -40.9% | +6.3% | -47.2% | -43.5% |
| 3Y | -75.6% | +21.6% | -97.1% | -79.2% |
| 5Y | -77.2% | +13.5% | -90.7% | -80.3% |
| 10Y | +49.5% | +101.3% | -51.8% | -14.7% |
| All | +592.0% | +749.3% | -157.3% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling