+4,290.4%
APH vs LULU
+704.9%
+3,585.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -17.4% | +18.2% | +5.3% |
| 7D | +5.0% | -16.7% | +21.7% | +9.3% |
| 30D | -3.9% | -18.5% | +14.7% | +0.4% |
| 3M | +13.0% | -19.5% | +32.4% | +17.8% |
| 6M | +25.2% | -41.9% | +67.1% | +41.2% |
| YTD | +22.9% | -51.6% | +74.5% | +45.0% |
| 1Y | +47.8% | -51.2% | +99.0% | +71.7% |
| 3Y | +283.0% | -75.1% | +358.1% | +410.4% |
| 5Y | +349.7% | -74.1% | +423.7% | +475.6% |
| 10Y | +1,061.2% | +46.7% | +1,014.5% | +809.3% |
| All | +4,290.4% | +704.9% | +3,585.6% | +1,487.2% |
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 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