+612.3%
LULU vs ACM
+170.9%
+441.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -1.9% |
| 7D | -16.9% | -3.7% | -13.3% | -15.4% |
| 30D | -22.0% | -12.7% | -9.3% | -17.2% |
| 3M | -17.8% | -9.8% | -8.0% | -14.3% |
| 6M | -41.3% | -31.4% | -9.9% | -30.5% |
| YTD | -52.0% | -32.1% | -19.9% | -43.3% |
| 1Y | -39.8% | -47.8% | +8.0% | -20.1% |
| 3Y | -74.8% | -22.1% | -52.8% | -72.6% |
| 5Y | -76.3% | +1.8% | -78.1% | -77.2% |
| 10Y | +53.9% | +132.5% | -78.7% | -7.5% |
| All | +612.3% | +170.9% | +441.3% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling