+606.9%
LULU vs ZBRA
+859.9%
-253.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.4% |
| 7D | -1.6% | -3.4% | +1.8% | -0.2% |
| 30D | -18.1% | -7.4% | -10.7% | -15.6% |
| 3M | -18.8% | +57.5% | -76.3% | -35.4% |
| 6M | -39.2% | +64.0% | -103.2% | -52.9% |
| YTD | -52.4% | +44.3% | -96.7% | -61.3% |
| 1Y | -40.3% | +10.9% | -51.2% | -45.8% |
| 3Y | -75.1% | +37.5% | -112.6% | -80.5% |
| 5Y | -76.7% | -39.7% | -37.1% | -74.5% |
| 10Y | +52.7% | +429.9% | -377.2% | -46.5% |
| All | +606.9% | +859.9% | -253.0% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling