-77.2%
LULU vs URI
+196.6%
-273.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.0% | -1.6% |
| 7D | -20.4% | -0.5% | -20.0% | -20.4% |
| 30D | -22.9% | -13.4% | -9.5% | -19.3% |
| 3M | -18.5% | -6.2% | -12.3% | -17.6% |
| 6M | -41.8% | +28.0% | -69.8% | -48.8% |
| YTD | -53.4% | +23.0% | -76.3% | -58.6% |
| 1Y | -40.9% | +5.5% | -46.4% | -44.2% |
| 3Y | -75.6% | +119.2% | -194.7% | -84.6% |
| 5Y | -77.2% | +201.0% | -278.3% | -88.9% |
| All | -77.2% | +196.6% | -273.9% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling