-42.3%
ACN vs LULU
-75.6%
+33.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.9% |
| 7D | -7.9% | -20.4% | +12.6% | -3.2% |
| 30D | -1.1% | -22.9% | +21.8% | +4.6% |
| 3M | +5.6% | -18.5% | +24.1% | +10.2% |
| 6M | -9.9% | -41.8% | +31.8% | +0.5% |
| YTD | -32.3% | -53.4% | +21.1% | -21.2% |
| 1Y | -25.3% | -40.9% | +15.6% | -16.8% |
| All | -42.3% | -75.6% | +33.2% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling