+7.7%
AAL vs LULU
-31.7%
+39.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.8% | +1.5% | +4.5% |
| 7D | +8.3% | +6.5% | +1.8% | +5.9% |
| 30D | +6.2% | +20.3% | -14.1% | -0.6% |
| 3M | -17.7% | -8.9% | -8.8% | -16.2% |
| 6M | +15.4% | -13.1% | +28.5% | +18.9% |
| YTD | -11.1% | -46.1% | +35.0% | +8.2% |
| 1Y | +7.7% | -30.3% | +38.0% | +8.3% |
| All | +7.7% | -31.7% | +39.5% | +8.3% |
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 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