+606.9%
LULU vs AG
+352.1%
+254.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.6% |
| 6M | -39.2% | -23.8% | -15.4% | -38.0% |
| YTD | -52.4% | +17.6% | -70.0% | -54.2% |
| 1Y | -40.3% | +88.6% | -128.9% | -46.2% |
| 3Y | -75.1% | +253.4% | -328.5% | -80.0% |
| 5Y | -76.7% | +62.4% | -139.2% | -80.1% |
| 10Y | +52.7% | +61.2% | -8.5% | +17.4% |
| All | +606.9% | +352.1% | +254.8% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling