-40.3%
LULU vs UL
-9.2%
-31.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | -1.6% | -3.4% | +1.8% | -0.9% |
| 30D | -18.1% | +0.5% | -18.6% | -18.1% |
| 3M | -18.8% | +7.2% | -26.0% | -19.4% |
| 6M | -39.2% | -3.1% | -36.2% | -39.3% |
| YTD | -52.4% | -2.7% | -49.7% | -52.2% |
| 1Y | -40.3% | -10.2% | -30.1% | -38.9% |
| All | -40.3% | -9.2% | -31.2% | -38.9% |
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