-75.1%
LULU vs ZBRA
+35.9%
-111.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.6% |
| 7D | -1.6% | -3.4% | +1.8% | -0.6% |
| 30D | -18.1% | -7.4% | -10.7% | -16.4% |
| 3M | -18.8% | +57.5% | -76.3% | -31.2% |
| 6M | -39.2% | +64.0% | -103.2% | -49.6% |
| YTD | -52.4% | +44.3% | -96.7% | -59.0% |
| 1Y | -40.3% | +10.9% | -51.2% | -43.8% |
| 3Y | -75.1% | +37.5% | -112.6% | -79.5% |
| All | -75.1% | +35.9% | -111.0% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling