+637.1%
LULU vs URI
+3,195.4%
-2,558.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.4% |
| 7D | -12.6% | +2.5% | -15.1% | -13.4% |
| 30D | -19.7% | -12.5% | -7.2% | -16.2% |
| 3M | -12.2% | -6.2% | -6.0% | -11.1% |
| 6M | -39.3% | +25.9% | -65.2% | -46.1% |
| YTD | -50.3% | +26.2% | -76.5% | -56.1% |
| 1Y | -38.6% | +5.5% | -44.1% | -42.4% |
| 3Y | -74.0% | +125.0% | -198.9% | -82.0% |
| 5Y | -72.9% | +210.4% | -283.3% | -83.6% |
| 10Y | +56.2% | +1,157.2% | -1,101.0% | -50.6% |
| All | +637.1% | +3,195.4% | -2,558.3% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling