+365.7%
ALAB vs LULU
-77.9%
+443.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.5% | -7.4% |
| 7D | +3.2% | -12.6% | +15.7% | +4.9% |
| 30D | -13.6% | -19.7% | +6.2% | -10.6% |
| 3M | -16.6% | -12.2% | -4.4% | -16.2% |
| 6M | +142.3% | -39.3% | +181.7% | +168.1% |
| YTD | +73.6% | -50.3% | +124.0% | +102.8% |
| 1Y | +33.7% | -38.6% | +72.3% | +44.3% |
| All | +365.7% | -77.9% | +443.6% | +345.1% |
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