-71.6%
OPEN vs LULU
-66.1%
-5.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -4.3% |
| 7D | +1.0% | -12.6% | +13.5% | +8.5% |
| 30D | -11.9% | -19.7% | +7.8% | -0.1% |
| 3M | -28.8% | -12.2% | -16.6% | -24.9% |
| 6M | -38.6% | -39.3% | +0.7% | -16.9% |
| YTD | -47.3% | -50.3% | +3.0% | -18.2% |
| 1Y | -49.2% | -38.6% | -10.6% | -34.1% |
| 3Y | -18.8% | -74.0% | +55.2% | +84.5% |
| 5Y | -83.6% | -72.9% | -10.7% | -65.4% |
| All | -71.6% | -66.1% | -5.5% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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