-51.2%
LULU vs AIG
-4.5%
-46.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.8% | -16.5% | -17.2% |
| 7D | -16.7% | -0.9% | -15.8% | -16.5% |
| 30D | -18.5% | -4.9% | -13.7% | -17.6% |
| 3M | -19.5% | +4.5% | -23.9% | -20.2% |
| 6M | -41.9% | -1.4% | -40.5% | -41.5% |
| YTD | -51.6% | -9.8% | -41.8% | -49.1% |
| 1Y | -51.2% | -4.5% | -46.7% | -50.5% |
| All | -51.2% | -4.5% | -46.7% | -50.5% |
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