-40.3%
LULU vs S
+8.9%
-49.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -25.6% |
| 6M | -39.2% | +39.5% | -78.7% | -45.6% |
| YTD | -52.4% | +31.7% | -84.0% | -57.0% |
| 1Y | -40.3% | +7.0% | -47.3% | -43.6% |
| All | -40.3% | +8.9% | -49.2% | -43.6% |
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