+296.4%
ARM vs LULU
-74.5%
+370.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -17.4% | +21.3% | +9.6% |
| 7D | +5.5% | -16.7% | +22.2% | +10.9% |
| 30D | -8.2% | -18.5% | +10.4% | -3.2% |
| 3M | -35.9% | -19.5% | -16.5% | -32.4% |
| 6M | +103.1% | -41.9% | +145.0% | +140.7% |
| YTD | +130.6% | -51.6% | +182.2% | +192.2% |
| 1Y | +86.1% | -51.2% | +137.3% | +130.4% |
| All | +296.4% | -74.5% | +370.9% | +515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling