-32.6%
AAL vs LULU
-76.9%
+44.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.3% |
| 30D | -12.9% | -18.1% | +5.3% | -6.7% |
| 3M | -11.2% | -18.8% | +7.6% | -4.8% |
| 6M | +17.8% | -39.2% | +57.0% | +41.2% |
| YTD | -15.1% | -52.4% | +37.2% | +12.4% |
| 1Y | +0.5% | -40.3% | +40.8% | +19.9% |
| 3Y | -7.7% | -75.1% | +67.4% | +48.5% |
| All | -32.6% | -76.9% | +44.3% | -4.6% |
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