-74.7%
LULU vs ACGL
+33.8%
-108.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -4.6% | +2.2% | -6.8% | -5.0% |
| 30D | +12.3% | +12.3% | 0.0% | +10.4% |
| 3M | -11.6% | +11.8% | -23.4% | -13.0% |
| 6M | -12.8% | +17.5% | -30.3% | -14.5% |
| YTD | -49.2% | +14.3% | -63.4% | -50.1% |
| 1Y | -37.7% | +18.2% | -55.9% | -39.1% |
| 3Y | -74.7% | +33.2% | -107.8% | -75.4% |
| All | -74.7% | +33.8% | -108.4% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling