-51.2%
LULU vs URI
+7.3%
-58.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.6% | -19.0% | -17.3% |
| 7D | -16.7% | -2.0% | -14.7% | -16.7% |
| 30D | -18.5% | -12.9% | -5.6% | -18.7% |
| 3M | -19.5% | -6.7% | -12.7% | -19.5% |
| 6M | -41.9% | +19.0% | -60.9% | -40.6% |
| YTD | -51.6% | +25.5% | -77.1% | -50.7% |
| 1Y | -51.2% | +5.5% | -56.7% | -49.9% |
| All | -51.2% | +7.3% | -58.5% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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