-51.2%
LULU vs ACM
-45.8%
-5.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.4% | -17.0% | -17.2% |
| 7D | -16.7% | -3.7% | -13.0% | -15.6% |
| 30D | -18.5% | -11.1% | -7.4% | -15.2% |
| 3M | -19.5% | -8.0% | -11.5% | -17.3% |
| 6M | -41.9% | -29.7% | -12.3% | -35.3% |
| YTD | -51.6% | -29.4% | -22.2% | -45.9% |
| 1Y | -51.2% | -46.4% | -4.8% | -42.9% |
| All | -51.2% | -45.8% | -5.4% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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