+25.0%
ALAB vs LULU
-39.6%
+64.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.6% |
| 7D | -6.2% | -1.6% | -4.5% | -6.3% |
| 30D | -8.7% | -18.1% | +9.5% | -10.1% |
| 3M | -20.7% | -18.8% | -2.0% | -21.3% |
| 6M | +133.5% | -39.2% | +172.7% | +135.8% |
| YTD | +75.1% | -52.4% | +127.4% | +75.5% |
| 1Y | +25.0% | -40.3% | +65.3% | +21.4% |
| All | +25.0% | -39.6% | +64.7% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling