+358.7%
ALAB vs LULU
-79.3%
+438.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.8% |
| 7D | +0.6% | -20.4% | +21.0% | +4.1% |
| 30D | -8.8% | -22.9% | +14.1% | -5.2% |
| 3M | -14.0% | -18.5% | +4.5% | -12.3% |
| 6M | +144.3% | -41.8% | +186.1% | +171.4% |
| YTD | +71.0% | -53.4% | +124.4% | +101.9% |
| 1Y | +23.5% | -40.9% | +64.4% | +33.6% |
| All | +358.7% | -79.3% | +438.0% | +343.2% |
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 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