+307.0%
ADM vs LULU
+725.5%
-418.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | -0.1% | -12.6% | +12.5% | +1.7% |
| 30D | +11.0% | -19.7% | +30.8% | +14.4% |
| 3M | +6.0% | -12.2% | +18.2% | +7.4% |
| 6M | +26.9% | -39.3% | +66.3% | +35.6% |
| YTD | +50.0% | -50.3% | +100.4% | +65.2% |
| 1Y | +39.6% | -38.6% | +78.2% | +47.7% |
| 3Y | +18.5% | -74.0% | +92.5% | +40.0% |
| 5Y | +62.6% | -72.9% | +135.5% | +85.3% |
| 10Y | +162.4% | +56.2% | +106.3% | +107.8% |
| All | +307.0% | +725.5% | -418.5% | +79.2% |
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