-51.2%
LULU vs AG
+125.2%
-176.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.0% | -15.4% | -17.2% |
| 7D | -16.7% | +1.0% | -17.7% | -16.8% |
| 30D | -18.5% | +19.2% | -37.7% | -19.7% |
| 3M | -19.5% | +6.2% | -25.6% | -20.1% |
| 6M | -41.9% | -26.7% | -15.2% | -41.6% |
| YTD | -51.6% | +26.1% | -77.7% | -51.7% |
| 1Y | -51.2% | +131.7% | -182.8% | -53.6% |
| All | -51.2% | +125.2% | -176.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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