-76.7%
LULU vs Z
-64.7%
-12.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.1% |
| 7D | -1.6% | -6.0% | +4.4% | 0.0% |
| 30D | -18.1% | -2.3% | -15.8% | -17.7% |
| 3M | -18.8% | -0.6% | -18.2% | -19.0% |
| 6M | -39.2% | -27.6% | -11.6% | -34.1% |
| YTD | -52.4% | -52.4% | 0.0% | -42.7% |
| 1Y | -40.3% | -63.6% | +23.3% | -23.3% |
| 3Y | -75.1% | -36.4% | -38.7% | -73.5% |
| All | -76.7% | -64.7% | -12.0% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling