+199.6%
ARM vs LULU
-73.2%
+272.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.0% |
| 7D | +9.1% | -4.6% | +13.8% | +10.7% |
| 30D | -19.9% | +12.3% | -32.2% | -23.4% |
| 3M | -31.6% | -11.6% | -20.0% | -30.2% |
| 6M | -13.9% | -12.8% | -1.0% | -11.9% |
| YTD | +74.3% | -49.2% | +123.5% | +116.1% |
| 1Y | +35.8% | -37.7% | +73.5% | +53.5% |
| 3Y | +268.6% | -74.7% | +343.3% | +477.5% |
| All | +199.6% | -73.2% | +272.8% | +355.4% |
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