-51.2%
LULU vs URA
+17.2%
-68.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.8% | -18.2% | -17.4% |
| 7D | -16.7% | +1.1% | -17.8% | -16.8% |
| 30D | -18.5% | +7.4% | -25.9% | -19.0% |
| 3M | -19.5% | -8.4% | -11.1% | -19.2% |
| 6M | -41.9% | -12.7% | -29.2% | -41.9% |
| YTD | -51.6% | +7.8% | -59.4% | -51.1% |
| 1Y | -51.2% | +19.5% | -70.6% | -51.3% |
| All | -51.2% | +17.2% | -68.4% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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