-51.2%
LULU vs AGI
+17.6%
-68.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.9% | -15.5% | -17.2% |
| 7D | -16.7% | +0.6% | -17.3% | -16.7% |
| 30D | -18.5% | +18.2% | -36.8% | -20.1% |
| 3M | -19.5% | -4.1% | -15.3% | -19.2% |
| 6M | -41.9% | -28.7% | -13.2% | -40.9% |
| YTD | -51.6% | -4.0% | -47.6% | -51.0% |
| 1Y | -51.2% | +17.4% | -68.6% | -49.3% |
| All | -51.2% | +17.6% | -68.8% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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