+22.1%
ALNY vs LULU
-75.0%
+97.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -6.5% | -1.6% | -4.9% | -6.4% |
| 30D | +11.0% | -18.1% | +29.2% | +13.3% |
| 3M | -14.1% | -18.8% | +4.7% | -12.3% |
| 6M | -22.4% | -39.2% | +16.8% | -18.4% |
| YTD | -37.5% | -52.4% | +14.9% | -32.4% |
| 1Y | -46.9% | -40.3% | -6.6% | -44.4% |
| 3Y | +22.1% | -75.1% | +97.2% | +38.3% |
| All | +22.1% | -75.0% | +97.1% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling