-72.2%
LULU vs ADVB
-88.9%
+16.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -7.0% | -2.8% |
| 7D | -20.4% | -5.9% | -14.6% | -20.5% |
| 30D | -22.9% | +13.9% | -36.8% | -22.8% |
| 3M | -18.5% | +127.3% | -145.9% | -19.1% |
| 6M | -41.8% | +77.0% | -118.8% | -42.3% |
| YTD | -53.4% | +51.5% | -104.9% | -53.6% |
| 1Y | -40.9% | -11.3% | -29.6% | -40.1% |
| All | -72.2% | -88.9% | +16.8% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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