-44.5%
LULU vs Q
+71.3%
-115.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.7% | -19.1% | -17.4% |
| 7D | -16.7% | +0.2% | -17.0% | -16.7% |
| 30D | -18.5% | -11.1% | -7.4% | -18.1% |
| 3M | -19.5% | -22.1% | +2.7% | -18.9% |
| 6M | -41.9% | +0.5% | -42.4% | -44.8% |
| YTD | -51.6% | +47.8% | -99.4% | -55.1% |
| All | -44.5% | +71.3% | -115.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling