-40.3%
LULU vs ACM
-48.8%
+8.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +1.8% |
| 7D | -1.6% | -4.6% | +3.0% | +0.1% |
| 30D | -18.1% | +4.1% | -22.2% | -19.3% |
| 3M | -18.8% | -8.3% | -10.5% | -16.4% |
| 6M | -39.2% | -30.1% | -9.1% | -31.5% |
| YTD | -52.4% | -32.6% | -19.8% | -45.5% |
| 1Y | -40.3% | -49.6% | +9.3% | -26.9% |
| All | -40.3% | -48.8% | +8.5% | -26.9% |
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