+311.3%
ARM vs LULU
-73.8%
+385.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.2% | +2.9% |
| 7D | +11.4% | -12.6% | +23.9% | +15.2% |
| 30D | -7.4% | -19.7% | +12.3% | -1.7% |
| 3M | -24.5% | -12.2% | -12.3% | -23.2% |
| 6M | +128.7% | -39.3% | +168.0% | +166.8% |
| YTD | +139.3% | -50.3% | +189.6% | +200.7% |
| 1Y | +88.0% | -38.6% | +126.6% | +114.0% |
| All | +311.3% | -73.8% | +385.1% | +533.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling