+50.0%
LULU vs URI
+1,233.9%
-1,183.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | -2.1% | +0.4% | -1.0% |
| 30D | -18.1% | -12.4% | -5.7% | -14.9% |
| 3M | -18.8% | -7.3% | -11.5% | -17.6% |
| 6M | -39.2% | +27.2% | -66.4% | -45.5% |
| YTD | -52.4% | +23.0% | -75.3% | -57.0% |
| 1Y | -40.3% | +3.9% | -44.2% | -43.2% |
| 3Y | -75.1% | +121.6% | -196.7% | -82.3% |
| 5Y | -76.7% | +201.1% | -277.8% | -85.4% |
| All | +50.0% | +1,233.9% | -1,183.9% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling