+247.2%
ARM vs LULU
-72.9%
+320.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.0% |
| 7D | -10.4% | +3.2% | -13.6% | -11.3% |
| 30D | -31.8% | +16.8% | -48.6% | -35.5% |
| 3M | -32.2% | -13.6% | -18.6% | -30.0% |
| 6M | -14.9% | -15.9% | +1.0% | -11.5% |
| YTD | +66.0% | -46.9% | +112.9% | +103.2% |
| 1Y | +17.2% | -35.2% | +52.4% | +31.1% |
| 3Y | +247.2% | -73.3% | +320.5% | +431.6% |
| All | +247.2% | -72.9% | +320.1% | +431.6% |
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