+129.2%
APO vs LULU
-76.9%
+206.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.2% |
| 7D | -3.5% | -1.6% | -1.9% | -3.0% |
| 30D | -6.6% | -18.1% | +11.6% | -1.2% |
| 3M | -3.3% | -18.8% | +15.5% | +2.0% |
| 6M | +22.6% | -39.2% | +61.8% | +41.3% |
| YTD | -9.8% | -52.4% | +42.6% | +12.8% |
| 1Y | -3.9% | -40.3% | +36.4% | +10.2% |
| 3Y | +52.5% | -75.1% | +127.6% | +123.0% |
| All | +129.2% | -76.9% | +206.1% | +232.5% |
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