+35.8%
ARM vs LULU
-38.0%
+73.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -4.7% |
| 7D | +9.1% | -4.6% | +13.8% | +9.5% |
| 30D | -19.9% | +12.3% | -32.2% | -21.0% |
| 3M | -31.6% | -11.6% | -20.0% | -31.3% |
| 6M | -13.9% | -12.8% | -1.0% | -12.4% |
| YTD | +74.3% | -49.2% | +123.5% | +82.0% |
| 1Y | +35.8% | -37.7% | +73.5% | +46.9% |
| All | +35.8% | -38.0% | +73.8% | +46.9% |
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