-30.3%
LULU vs AIG
+6.0%
-36.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.5% |
| 7D | +6.5% | +2.3% | +4.2% | +6.1% |
| 30D | +20.3% | +8.8% | +11.5% | +19.4% |
| 3M | -8.9% | +3.7% | -12.6% | -9.3% |
| 6M | -13.1% | +6.8% | -19.9% | -13.1% |
| YTD | -46.1% | -2.6% | -43.4% | -45.1% |
| 1Y | -30.3% | +3.7% | -34.0% | -30.7% |
| All | -30.3% | +6.0% | -36.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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