-46.6%
LULU vs Q
+75.4%
-122.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | -20.4% | +4.1% | -24.5% | -20.6% |
| 30D | -22.9% | -10.7% | -12.1% | -22.4% |
| 3M | -18.5% | -11.7% | -6.8% | -19.7% |
| 6M | -41.8% | +8.3% | -50.1% | -45.1% |
| YTD | -53.4% | +51.3% | -104.7% | -56.8% |
| All | -46.6% | +75.4% | -122.0% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling