+314.7%
LULU vs URA
-29.9%
+344.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -3.0% |
| 7D | -16.9% | +5.7% | -22.7% | -18.3% |
| 30D | -22.0% | +5.6% | -27.6% | -23.5% |
| 3M | -17.8% | +6.2% | -24.0% | -20.1% |
| 6M | -41.3% | -8.2% | -33.0% | -40.8% |
| YTD | -52.0% | +9.7% | -61.7% | -54.9% |
| 1Y | -39.8% | +17.0% | -56.8% | -45.7% |
| 3Y | -74.8% | +118.5% | -193.3% | -82.5% |
| 5Y | -76.3% | +134.3% | -210.6% | -84.7% |
| 10Y | +53.9% | +377.5% | -323.6% | -29.8% |
| All | +314.7% | -29.9% | +344.6% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling