-41.3%
LULU vs Z
-28.3%
-13.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -16.9% | -7.1% | -9.9% | -14.5% |
| 30D | -22.0% | -4.8% | -17.2% | -20.5% |
| 3M | -17.8% | -9.3% | -8.5% | -15.7% |
| 6M | -41.3% | -29.0% | -12.3% | -33.2% |
| All | -41.3% | -28.3% | -13.0% | -33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling