-30.3%
LULU vs AGI
-1.1%
-29.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.8% | -6.0% | +2.9% |
| 7D | +6.5% | -5.3% | +11.8% | +7.1% |
| 30D | +20.3% | -7.1% | +27.5% | +21.3% |
| 3M | -8.9% | +4.4% | -13.3% | -10.1% |
| 6M | -13.1% | -23.0% | +9.9% | -9.8% |
| YTD | -46.1% | -22.0% | -24.1% | -44.8% |
| 1Y | -30.3% | +0.3% | -30.5% | -36.0% |
| All | -30.3% | -1.1% | -29.1% | -36.0% |
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