-76.3%
LULU vs ACWI
+67.2%
-143.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.6% |
| 7D | -16.9% | 0.0% | -16.9% | -16.9% |
| 30D | -22.0% | -0.6% | -21.4% | -21.4% |
| 3M | -17.8% | +4.3% | -22.1% | -22.8% |
| 6M | -41.3% | +12.7% | -53.9% | -50.3% |
| YTD | -52.0% | +13.9% | -65.9% | -59.9% |
| 1Y | -39.8% | +20.5% | -60.3% | -53.5% |
| 3Y | -74.8% | +76.5% | -151.4% | -88.6% |
| 5Y | -76.3% | +67.5% | -143.8% | -88.2% |
| All | -76.3% | +67.2% | -143.5% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling