-41.8%
LULU vs UL
-5.0%
-36.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.5% |
| 7D | -20.4% | -4.1% | -16.4% | -19.5% |
| 30D | -22.9% | -1.2% | -21.7% | -22.5% |
| 3M | -18.5% | +6.0% | -24.5% | -19.0% |
| 6M | -41.8% | -5.5% | -36.3% | -42.8% |
| All | -41.8% | -5.0% | -36.8% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling