-75.1%
LULU vs URA
+101.1%
-176.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.4% | +2.5% |
| 7D | -1.6% | -5.5% | +3.9% | -1.0% |
| 30D | -18.1% | -3.7% | -14.4% | -17.9% |
| 3M | -18.8% | -2.9% | -15.9% | -18.8% |
| 6M | -39.2% | -15.2% | -24.0% | -38.3% |
| YTD | -52.4% | +1.9% | -54.2% | -53.2% |
| 1Y | -40.3% | +6.9% | -47.2% | -42.6% |
| 3Y | -75.1% | +99.6% | -174.7% | -78.5% |
| All | -75.1% | +101.1% | -176.2% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling