-40.3%
LULU vs QSR
+28.6%
-68.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | -1.6% | -4.0% | +2.4% | -0.5% |
| 30D | -18.1% | +2.8% | -20.9% | -18.7% |
| 3M | -18.8% | +5.1% | -23.9% | -19.9% |
| 6M | -39.2% | +8.8% | -48.0% | -41.7% |
| YTD | -52.4% | +14.8% | -67.2% | -55.4% |
| 1Y | -40.3% | +25.7% | -66.0% | -44.3% |
| All | -40.3% | +28.6% | -68.9% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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