-76.7%
LULU vs AG
+63.6%
-140.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.5% |
| 7D | -1.6% | -6.7% | +5.1% | -0.9% |
| 30D | -18.1% | +2.2% | -20.3% | -18.5% |
| 3M | -18.8% | +15.7% | -34.5% | -20.5% |
| 6M | -39.2% | -23.8% | -15.4% | -38.1% |
| YTD | -52.4% | +17.6% | -70.0% | -54.2% |
| 1Y | -40.3% | +88.6% | -128.9% | -46.3% |
| 3Y | -75.1% | +253.4% | -328.5% | -80.3% |
| All | -76.7% | +63.6% | -140.4% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling