-30.3%
LULU vs UL
+1.7%
-31.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +3.6% |
| 7D | +6.5% | +4.7% | +1.8% | +4.8% |
| 30D | +20.3% | +11.6% | +8.7% | +16.3% |
| 3M | -8.9% | +5.3% | -14.2% | -10.5% |
| 6M | -13.1% | +16.0% | -29.2% | -15.9% |
| YTD | -46.1% | +5.0% | -51.0% | -47.1% |
| 1Y | -30.3% | +1.1% | -31.4% | -29.5% |
| All | -30.3% | +1.7% | -31.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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