+501.4%
ACN vs LULU
+697.8%
-196.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.1% |
| 7D | -6.3% | -16.9% | +10.6% | -2.9% |
| 30D | -1.4% | -22.0% | +20.6% | +3.5% |
| 3M | +2.6% | -17.8% | +20.4% | +6.5% |
| 6M | -14.3% | -41.3% | +27.0% | -5.0% |
| YTD | -33.1% | -52.0% | +18.9% | -22.7% |
| 1Y | -28.8% | -39.8% | +11.0% | -21.6% |
| 3Y | -43.0% | -74.8% | +31.9% | -27.6% |
| 5Y | -44.0% | -76.3% | +32.3% | -29.4% |
| 10Y | +88.5% | +53.9% | +34.6% | +64.4% |
| All | +501.4% | +697.8% | -196.4% | +218.7% |
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