-76.7%
LULU vs AGI
+400.3%
-477.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -1.6% | -2.7% | +1.1% | -1.4% |
| 30D | -18.1% | +7.2% | -25.4% | -18.7% |
| 3M | -18.8% | +4.3% | -23.0% | -19.2% |
| 6M | -39.2% | -27.1% | -12.1% | -37.8% |
| YTD | -52.4% | -6.6% | -45.8% | -52.4% |
| 1Y | -40.3% | +9.5% | -49.8% | -41.3% |
| 3Y | -75.1% | +208.4% | -283.5% | -78.7% |
| All | -76.7% | +400.3% | -477.0% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling