-77.2%
LULU vs ACGL
+154.3%
-231.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -20.4% | -3.6% | -16.8% | -19.6% |
| 30D | -22.9% | -2.1% | -20.8% | -22.4% |
| 3M | -18.5% | +5.4% | -23.9% | -19.5% |
| 6M | -41.8% | 0.0% | -41.8% | -41.8% |
| YTD | -53.4% | +0.3% | -53.7% | -53.6% |
| 1Y | -40.9% | +6.2% | -47.1% | -42.2% |
| 3Y | -75.6% | +30.9% | -106.5% | -78.5% |
| 5Y | -77.2% | +159.8% | -237.0% | -85.8% |
| All | -77.2% | +154.3% | -231.5% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling