+50.0%
LULU vs ACWI
+233.9%
-183.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.0% |
| 7D | -1.6% | -1.0% | -0.6% | -0.4% |
| 30D | -18.1% | -0.9% | -17.3% | -17.3% |
| 3M | -18.8% | +3.5% | -22.3% | -22.5% |
| 6M | -39.2% | +12.8% | -52.0% | -47.7% |
| YTD | -52.4% | +14.0% | -66.4% | -59.5% |
| 1Y | -40.3% | +19.2% | -59.5% | -51.9% |
| 3Y | -75.1% | +75.1% | -150.2% | -87.4% |
| 5Y | -76.7% | +68.6% | -145.3% | -87.4% |
| All | +50.0% | +233.9% | -183.9% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling