-40.3%
LULU vs AG
+110.7%
-151.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.4% |
| 7D | -1.6% | -6.7% | +5.1% | -1.1% |
| 30D | -18.1% | +2.2% | -20.3% | -18.4% |
| 3M | -18.8% | +15.7% | -34.5% | -20.0% |
| 6M | -39.2% | -23.8% | -15.4% | -38.9% |
| YTD | -52.4% | +17.6% | -70.0% | -52.0% |
| 1Y | -40.3% | +88.6% | -128.9% | -41.4% |
| All | -40.3% | +110.7% | -151.0% | -41.4% |
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