-76.7%
LULU vs ACI
-39.5%
-37.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.1% | +1.7% |
| 7D | -1.6% | -3.7% | +2.1% | -1.1% |
| 30D | -18.1% | +0.6% | -18.7% | -18.2% |
| 3M | -18.8% | -20.3% | +1.6% | -16.5% |
| 6M | -39.2% | -24.7% | -14.6% | -37.3% |
| YTD | -52.4% | -27.2% | -25.2% | -50.7% |
| 1Y | -40.3% | -32.7% | -7.6% | -37.5% |
| 3Y | -75.1% | -43.9% | -31.2% | -73.3% |
| All | -76.7% | -39.5% | -37.2% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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