-74.8%
LULU vs ZYBT
-58.9%
-16.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.2% |
| 7D | -1.6% | -3.7% | +2.1% | -1.6% |
| 30D | -18.1% | 0.0% | -18.1% | -18.1% |
| 3M | -18.8% | +72.2% | -91.0% | -19.5% |
| 6M | -39.2% | +103.1% | -142.3% | -40.2% |
| YTD | -52.4% | +34.8% | -87.2% | -53.0% |
| 1Y | -40.3% | -83.2% | +42.9% | -39.4% |
| All | -74.8% | -58.9% | -16.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 10y: compounded portfolio wealth divided by compounded ZYBT 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…
10y analysis · Full analysis span regression · 6 months rolling