-63.9%
ALNY vs LULU
-30.7%
-33.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | -10.0% | +1.8% | -11.7% | -10.1% |
| 30D | -30.0% | +19.4% | -49.4% | -31.4% |
| 3M | -31.5% | -9.5% | -22.0% | -31.6% |
| 6M | -48.0% | -14.2% | -33.8% | -47.9% |
| YTD | -60.6% | -46.2% | -14.4% | -60.9% |
| 1Y | -63.9% | -33.3% | -30.6% | -62.2% |
| All | -63.9% | -30.7% | -33.3% | -62.2% |
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 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