+16.0%
AA vs LULU
-31.7%
+47.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.8% | -2.0% | +2.1% |
| 7D | +0.9% | +6.5% | -5.6% | +0.1% |
| 30D | -6.4% | +20.3% | -26.8% | -8.8% |
| 3M | -13.0% | -8.9% | -4.0% | -12.0% |
| 6M | -34.6% | -13.1% | -21.5% | -33.3% |
| YTD | -23.0% | -46.1% | +23.0% | -17.4% |
| 1Y | +16.0% | -30.3% | +46.2% | +9.9% |
| All | +16.0% | -31.7% | +47.7% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling