-59.1%
AAL vs LULU
+725.5%
-784.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -2.7% |
| 7D | -0.3% | -12.6% | +12.2% | +4.2% |
| 30D | -19.0% | -19.7% | +0.7% | -12.5% |
| 3M | -5.1% | -12.2% | +7.1% | -1.1% |
| 6M | +15.5% | -39.3% | +54.8% | +38.5% |
| YTD | -15.8% | -50.3% | +34.6% | +9.3% |
| 1Y | -0.3% | -38.6% | +38.3% | +17.8% |
| 3Y | -7.7% | -74.0% | +66.3% | +46.1% |
| 5Y | -32.5% | -72.9% | +40.4% | +1.8% |
| 10Y | -66.0% | +56.2% | -122.1% | -78.2% |
| All | -59.1% | +725.5% | -784.6% | -93.0% |
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