-45.4%
LULU vs Q
+79.8%
-125.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +2.0% |
| 7D | -1.6% | +4.9% | -6.6% | -1.8% |
| 30D | -18.1% | -11.0% | -7.1% | -17.5% |
| 3M | -18.8% | -15.2% | -3.6% | -18.9% |
| 6M | -39.2% | +8.8% | -48.0% | -42.6% |
| YTD | -52.4% | +55.1% | -107.5% | -55.9% |
| All | -45.4% | +79.8% | -125.2% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling