-3.9%
ARM vs LULU
-17.3%
+13.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.7% |
| 7D | +19.8% | -6.5% | +26.4% | +19.9% |
| 30D | -21.8% | +10.7% | -32.5% | -22.1% |
| 3M | -26.5% | -13.6% | -12.9% | -26.6% |
| 6M | -3.9% | -16.5% | +12.6% | +5.9% |
| All | -3.9% | -17.3% | +13.4% | +5.9% |
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