-40.5%
LULU vs QS
-24.5%
-16.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.8% |
| 7D | -20.4% | -5.0% | -15.5% | -20.0% |
| 30D | -22.9% | -18.3% | -4.6% | -21.4% |
| 3M | -18.5% | -26.0% | +7.5% | -16.9% |
| All | -40.5% | -24.5% | -16.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 6mo: compounded portfolio wealth divided by compounded QS 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…
6mo analysis · Full analysis span regression · 6 months rolling