+3.2%
AA vs LULU
-76.9%
+80.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.8% |
| 7D | -3.4% | -1.6% | -1.8% | -2.9% |
| 30D | -5.8% | -18.1% | +12.3% | -0.4% |
| 3M | -29.9% | -18.8% | -11.1% | -26.0% |
| 6M | -27.0% | -39.2% | +12.2% | -15.6% |
| YTD | -8.7% | -52.4% | +43.7% | +14.0% |
| 1Y | +50.6% | -40.3% | +90.9% | +72.1% |
| 3Y | +74.1% | -75.1% | +149.2% | +154.9% |
| All | +3.2% | -76.9% | +80.1% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling