-72.9%
LULU vs S
-57.1%
-15.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -1.6% | -0.7% | -1.0% | -1.5% |
| 30D | -18.1% | -11.4% | -6.7% | -16.4% |
| 3M | -18.8% | +33.8% | -52.6% | -24.6% |
| 6M | -39.2% | +39.5% | -78.7% | -44.5% |
| YTD | -52.4% | +31.7% | -84.0% | -56.0% |
| 1Y | -40.3% | +7.0% | -47.3% | -42.6% |
| 3Y | -75.1% | +11.8% | -86.9% | -77.3% |
| 5Y | -76.7% | -69.0% | -7.7% | -75.3% |
| All | -72.9% | -57.1% | -15.8% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling