+86.1%
ARM vs LULU
-49.9%
+136.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -17.4% | +21.3% | +5.4% |
| 7D | +5.5% | -16.7% | +22.2% | +6.8% |
| 30D | -8.2% | -18.5% | +10.4% | -6.7% |
| 3M | -35.9% | -19.5% | -16.5% | -34.3% |
| 6M | +103.1% | -41.9% | +145.0% | +114.3% |
| YTD | +130.6% | -51.6% | +182.2% | +145.1% |
| 1Y | +86.1% | -51.2% | +137.3% | +93.9% |
| All | +86.1% | -49.9% | +136.0% | +93.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling