-70.3%
LULU vs ADVB
-88.8%
+18.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +2.5% |
| 7D | -12.6% | -14.0% | +1.4% | -12.7% |
| 30D | -19.7% | +41.0% | -60.7% | -19.5% |
| 3M | -12.2% | +127.9% | -140.1% | -12.8% |
| 6M | -39.3% | +101.3% | -140.7% | -40.3% |
| YTD | -50.3% | +53.8% | -104.1% | -50.6% |
| 1Y | -38.6% | +4.4% | -43.0% | -38.4% |
| All | -70.3% | -88.8% | +18.4% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling