+63.3%
ADM vs LULU
-76.9%
+140.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | +2.5% | -1.6% | +4.1% | +2.6% |
| 30D | +9.5% | -18.1% | +27.6% | +10.6% |
| 3M | +10.6% | -18.8% | +29.4% | +11.7% |
| 6M | +24.0% | -39.2% | +63.2% | +27.6% |
| YTD | +54.0% | -52.4% | +106.3% | +61.4% |
| 1Y | +45.3% | -40.3% | +85.6% | +49.1% |
| 3Y | +21.8% | -75.1% | +96.9% | +33.5% |
| All | +63.3% | -76.9% | +140.2% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling