+33.9%
ALNY vs LULU
-76.9%
+110.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -6.5% | -1.6% | -4.9% | -6.2% |
| 30D | +11.0% | -18.1% | +29.2% | +15.4% |
| 3M | -14.1% | -18.8% | +4.7% | -10.8% |
| 6M | -22.4% | -39.2% | +16.8% | -14.6% |
| YTD | -37.5% | -52.4% | +14.9% | -27.3% |
| 1Y | -46.9% | -40.3% | -6.6% | -42.0% |
| 3Y | +22.1% | -75.1% | +97.2% | +61.1% |
| All | +33.9% | -76.9% | +110.7% | +64.2% |
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