+64.9%
ARM vs LULU
-41.2%
+106.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.4% |
| 7D | +4.8% | -20.4% | +25.2% | +7.4% |
| 30D | -5.5% | -22.9% | +17.4% | -2.5% |
| 3M | -17.3% | -18.5% | +1.2% | -15.9% |
| 6M | +110.9% | -41.8% | +152.6% | +128.4% |
| YTD | +132.5% | -53.4% | +185.9% | +161.4% |
| 1Y | +64.9% | -40.9% | +105.8% | +75.7% |
| All | +64.9% | -41.2% | +106.1% | +75.7% |
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