-30.3%
LULU vs S
+36.5%
-66.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.1% | +4.5% |
| 7D | +6.5% | -8.2% | +14.7% | +7.8% |
| 30D | +20.3% | -7.6% | +27.9% | +21.6% |
| 3M | -8.9% | +12.0% | -20.9% | -11.5% |
| 6M | -13.1% | +50.6% | -63.7% | -21.8% |
| YTD | -46.1% | +56.6% | -102.7% | -52.8% |
| 1Y | -30.3% | +39.2% | -69.5% | -38.9% |
| All | -30.3% | +36.5% | -66.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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