+1,515.6%
ADI vs LULU
+697.8%
+817.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.3% |
| 7D | +2.6% | -16.9% | +19.6% | +6.5% |
| 30D | -4.6% | -22.0% | +17.3% | +0.2% |
| 3M | -9.5% | -17.8% | +8.3% | -6.6% |
| 6M | +14.8% | -41.3% | +56.1% | +27.3% |
| YTD | +35.8% | -52.0% | +87.8% | +57.4% |
| 1Y | +48.9% | -39.8% | +88.8% | +63.1% |
| 3Y | +115.6% | -74.8% | +190.4% | +179.9% |
| 5Y | +135.1% | -76.3% | +211.4% | +203.5% |
| 10Y | +636.4% | +53.9% | +582.6% | +530.5% |
| All | +1,515.6% | +697.8% | +817.8% | +721.4% |
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