-31.4%
AA vs LULU
+697.8%
-729.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.9% |
| 7D | -0.6% | -16.9% | +16.3% | +4.9% |
| 30D | -1.6% | -22.0% | +20.4% | +5.7% |
| 3M | -29.8% | -17.8% | -12.0% | -26.2% |
| 6M | -16.6% | -41.3% | +24.6% | -3.0% |
| YTD | -4.0% | -52.0% | +48.0% | +18.5% |
| 1Y | +63.5% | -39.8% | +103.3% | +86.2% |
| 3Y | +86.8% | -74.8% | +161.6% | +169.5% |
| 5Y | +12.4% | -76.3% | +88.7% | +61.0% |
| 10Y | +132.3% | +53.9% | +78.4% | +76.6% |
| All | -31.4% | +697.8% | -729.1% | -81.3% |
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