-72.7%
LULU vs QS
-47.4%
-25.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.8% |
| 7D | -20.4% | -5.0% | -15.5% | -20.2% |
| 30D | -22.9% | -18.3% | -4.6% | -21.8% |
| 3M | -18.5% | -26.0% | +7.5% | -17.2% |
| 6M | -41.8% | -24.0% | -17.7% | -41.1% |
| YTD | -53.4% | -50.3% | -3.1% | -51.5% |
| 1Y | -40.9% | -38.0% | -2.9% | -40.2% |
| 3Y | -75.6% | -24.6% | -51.0% | -76.7% |
| 5Y | -77.2% | -75.4% | -1.8% | -77.9% |
| All | -72.7% | -47.4% | -25.3% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling