-39.2%
LULU vs ACM
-29.8%
-9.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +1.7% |
| 7D | -1.6% | -4.6% | +3.0% | +0.4% |
| 30D | -18.1% | +4.1% | -22.2% | -19.4% |
| 3M | -18.8% | -8.3% | -10.5% | -16.0% |
| 6M | -39.2% | -30.1% | -9.1% | -24.7% |
| All | -39.2% | -29.8% | -9.4% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling