-40.3%
LULU vs ACGL
+5.9%
-46.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.4% |
| 30D | -18.1% | -1.2% | -16.9% | -17.8% |
| 3M | -18.8% | +5.4% | -24.2% | -17.8% |
| 6M | -39.2% | +1.4% | -40.6% | -38.2% |
| YTD | -52.4% | +0.2% | -52.6% | -51.6% |
| 1Y | -40.3% | +4.1% | -44.4% | -39.4% |
| All | -40.3% | +5.9% | -46.2% | -39.4% |
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