-75.6%
LULU vs PTC
-10.7%
-64.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -20.4% | -14.2% | -6.2% | -14.6% |
| 30D | -22.9% | -14.4% | -8.4% | -17.3% |
| 3M | -18.5% | -4.7% | -13.8% | -17.5% |
| 6M | -41.8% | -19.3% | -22.5% | -36.4% |
| YTD | -53.4% | -26.1% | -27.3% | -47.0% |
| 1Y | -40.9% | -37.1% | -3.8% | -27.9% |
| All | -75.6% | -10.7% | -64.9% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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