+50.0%
LULU vs UL
+66.7%
-16.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.9% |
| 7D | -1.6% | -3.4% | +1.8% | -0.5% |
| 30D | -18.1% | +0.5% | -18.6% | -18.2% |
| 3M | -18.8% | +7.2% | -26.0% | -20.6% |
| 6M | -39.2% | -3.1% | -36.2% | -38.8% |
| YTD | -52.4% | -2.7% | -49.7% | -52.2% |
| 1Y | -40.3% | -10.2% | -30.1% | -38.5% |
| 3Y | -75.1% | +20.3% | -95.4% | -77.3% |
| 5Y | -76.7% | +19.9% | -96.7% | -79.2% |
| All | +50.0% | +66.7% | -16.7% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling