-75.6%
LULU vs REPL
-33.1%
-42.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.4% | +5.5% | -2.9% |
| 7D | -20.4% | -13.4% | -7.0% | -20.5% |
| 30D | -22.9% | -3.0% | -19.9% | -22.9% |
| 3M | -18.5% | +56.3% | -74.9% | -18.0% |
| 6M | -41.8% | +60.9% | -102.7% | -40.7% |
| YTD | -53.4% | +36.2% | -89.6% | -52.5% |
| 1Y | -40.9% | +121.0% | -161.9% | -39.9% |
| All | -75.6% | -33.1% | -42.5% | -77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling