-51.2%
LULU vs UMAC
+164.0%
-215.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -3.1% | -14.3% | -17.3% |
| 7D | -16.7% | -0.9% | -15.8% | -16.7% |
| 30D | -18.5% | -7.7% | -10.9% | -18.5% |
| 3M | -19.5% | -26.4% | +7.0% | -19.1% |
| 6M | -41.9% | +61.9% | -103.8% | -42.3% |
| YTD | -51.6% | +86.5% | -138.1% | -52.1% |
| 1Y | -51.2% | +156.3% | -207.5% | -51.4% |
| All | -51.2% | +164.0% | -215.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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