-51.2%
LULU vs ACGL
+4.8%
-56.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.7% | -15.6% | -17.0% |
| 7D | -16.7% | -0.7% | -16.0% | -16.5% |
| 30D | -18.5% | -1.0% | -17.5% | -18.3% |
| 3M | -19.5% | +11.0% | -30.5% | -19.0% |
| 6M | -41.9% | -0.3% | -41.6% | -41.2% |
| YTD | -51.6% | +2.3% | -53.9% | -51.2% |
| 1Y | -51.2% | +6.4% | -57.6% | -51.0% |
| All | -51.2% | +4.8% | -56.0% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling