-66.5%
LULU vs ACI
+17.4%
-83.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.7% |
| 7D | -20.4% | -7.1% | -13.4% | -19.8% |
| 30D | -22.9% | -4.5% | -18.4% | -22.5% |
| 3M | -18.5% | -22.3% | +3.7% | -16.7% |
| 6M | -41.8% | -28.4% | -13.4% | -40.1% |
| YTD | -53.4% | -29.5% | -23.9% | -52.0% |
| 1Y | -40.9% | -34.2% | -6.7% | -38.8% |
| 3Y | -75.6% | -45.7% | -29.9% | -74.3% |
| 5Y | -77.2% | -40.8% | -36.5% | -76.5% |
| All | -66.5% | +17.4% | -83.9% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling