-51.2%
LULU vs Z
-58.8%
+7.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.1% | -15.3% | -16.7% |
| 7D | -16.7% | -3.0% | -13.7% | -15.9% |
| 30D | -18.5% | -4.2% | -14.4% | -17.6% |
| 3M | -19.5% | -3.7% | -15.8% | -19.3% |
| 6M | -41.9% | -24.5% | -17.4% | -38.4% |
| YTD | -51.6% | -49.3% | -2.3% | -46.2% |
| 1Y | -51.2% | -58.7% | +7.5% | -48.5% |
| All | -51.2% | -58.8% | +7.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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