-40.3%
LULU vs ADVB
-14.7%
-25.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.5% | +9.6% | +1.9% |
| 7D | -1.6% | -12.3% | +10.6% | -2.0% |
| 30D | -18.1% | +7.8% | -25.9% | -17.8% |
| 3M | -18.8% | +104.2% | -123.0% | -16.1% |
| 6M | -39.2% | +58.1% | -97.3% | -37.0% |
| YTD | -52.4% | +40.2% | -92.6% | -50.4% |
| 1Y | -40.3% | -16.1% | -24.2% | -38.1% |
| All | -40.3% | -14.7% | -25.6% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling