-76.7%
LULU vs REPL
-59.3%
-17.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.2% |
| 7D | -1.6% | -14.1% | +12.5% | -1.5% |
| 30D | -18.1% | -15.2% | -2.9% | -18.0% |
| 3M | -18.8% | +49.9% | -68.7% | -19.6% |
| 6M | -39.2% | +63.5% | -102.7% | -40.5% |
| YTD | -52.4% | +32.9% | -85.3% | -53.2% |
| 1Y | -40.3% | +115.0% | -155.3% | -42.9% |
| 3Y | -75.1% | -34.7% | -40.4% | -76.0% |
| All | -76.7% | -59.3% | -17.4% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling