+635.9%
APP vs LULU
-74.0%
+709.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.2% | -3.3% |
| 7D | +0.1% | -12.6% | +12.6% | +3.0% |
| 30D | -10.0% | -19.7% | +9.7% | -5.3% |
| 3M | -44.6% | -12.2% | -32.4% | -43.5% |
| 6M | -37.9% | -39.3% | +1.5% | -29.4% |
| YTD | -53.7% | -50.3% | -3.4% | -44.6% |
| 1Y | -43.0% | -38.6% | -4.4% | -36.0% |
| All | +635.9% | -74.0% | +709.8% | +846.5% |
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 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