+957.8%
AAOI vs LULU
+35.8%
+922.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.2% |
| 7D | -0.2% | -1.6% | +1.5% | +0.6% |
| 30D | -23.7% | -18.1% | -5.6% | -19.3% |
| 3M | -39.0% | -18.8% | -20.3% | -36.1% |
| 6M | -17.0% | -39.2% | +22.2% | -2.9% |
| YTD | +202.2% | -52.4% | +254.6% | +286.7% |
| 1Y | +292.4% | -40.3% | +332.7% | +352.3% |
| 3Y | +804.4% | -75.1% | +879.5% | +1,379.9% |
| 5Y | +1,318.0% | -76.7% | +1,394.8% | +2,223.6% |
| 10Y | +436.7% | +52.7% | +384.0% | +425.3% |
| All | +957.8% | +35.8% | +922.0% | +912.2% |
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