-51.2%
LULU vs REPL
+161.1%
-212.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.7% | -17.4% |
| 7D | -16.7% | -3.0% | -13.8% | -16.7% |
| 30D | -18.5% | +27.1% | -45.7% | -18.3% |
| 3M | -19.5% | +52.4% | -71.8% | -18.7% |
| 6M | -41.9% | +107.4% | -149.4% | -39.9% |
| YTD | -51.6% | +54.7% | -106.3% | -49.9% |
| 1Y | -51.2% | +158.9% | -210.0% | -50.0% |
| All | -51.2% | +161.1% | -212.3% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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