+56.6%
LULU vs Z
+13.0%
+43.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | -0.1% | -2.2% |
| 7D | -20.4% | -11.6% | -8.9% | -18.0% |
| 30D | -22.9% | -8.5% | -14.4% | -21.3% |
| 3M | -18.5% | -7.9% | -10.6% | -17.2% |
| 6M | -41.8% | -29.1% | -12.7% | -37.0% |
| YTD | -53.4% | -54.2% | +0.8% | -44.2% |
| 1Y | -40.9% | -63.5% | +22.6% | -25.6% |
| 3Y | -75.6% | -38.6% | -36.9% | -73.9% |
| 5Y | -77.2% | -66.0% | -11.3% | -74.1% |
| 10Y | +49.5% | -6.5% | +56.0% | +27.5% |
| All | +56.6% | +13.0% | +43.6% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling