+73.8%
AGG vs LULU
+691.8%
-617.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.1% |
| 7D | -1.1% | -1.6% | +0.6% | -1.1% |
| 30D | -1.1% | -18.1% | +17.0% | -1.2% |
| 3M | -1.9% | -18.8% | +16.8% | -2.0% |
| 6M | -1.7% | -39.2% | +37.5% | -1.9% |
| YTD | -1.3% | -52.4% | +51.1% | -1.6% |
| 1Y | -0.7% | -40.3% | +39.6% | -0.9% |
| 3Y | +12.5% | -75.1% | +87.6% | +12.0% |
| 5Y | -2.5% | -76.7% | +74.3% | -2.9% |
| 10Y | +14.2% | +52.7% | -38.5% | +16.8% |
| All | +73.8% | +691.8% | -617.9% | +86.3% |
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