+103.1%
ARM vs LULU
-42.0%
+145.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -17.4% | +21.3% | +5.3% |
| 7D | +5.5% | -16.7% | +22.2% | +6.7% |
| 30D | -8.2% | -18.5% | +10.4% | -6.4% |
| 3M | -35.9% | -19.5% | -16.5% | -32.4% |
| 6M | +103.1% | -41.9% | +145.0% | +139.9% |
| All | +103.1% | -42.0% | +145.1% | +139.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling