+22.0%
ADM vs LULU
-75.6%
+97.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +0.5% |
| 7D | +3.0% | -20.4% | +23.4% | +3.3% |
| 30D | +8.7% | -22.9% | +31.6% | +9.1% |
| 3M | +7.6% | -18.5% | +26.1% | +7.9% |
| 6M | +26.9% | -41.8% | +68.7% | +28.4% |
| YTD | +54.3% | -53.4% | +107.7% | +57.7% |
| 1Y | +45.7% | -40.9% | +86.5% | +47.0% |
| All | +22.0% | -75.6% | +97.6% | +26.6% |
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