-21.1%
LULU vs REPL
-9.7%
-11.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.3% |
| 7D | -16.9% | -9.6% | -7.4% | -16.7% |
| 30D | -22.0% | +5.7% | -27.7% | -22.1% |
| 3M | -17.8% | +56.4% | -74.2% | -20.3% |
| 6M | -41.3% | +67.4% | -108.7% | -45.0% |
| YTD | -52.0% | +48.7% | -100.7% | -55.0% |
| 1Y | -39.8% | +148.3% | -188.1% | -46.6% |
| 3Y | -74.8% | -26.7% | -48.2% | -78.6% |
| 5Y | -76.3% | -54.1% | -22.2% | -79.5% |
| All | -21.1% | -9.7% | -11.5% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling