-51.2%
LULU vs AJG
-12.9%
-38.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.5% | -15.9% | -16.9% |
| 7D | -16.7% | -1.8% | -14.9% | -16.2% |
| 30D | -18.5% | +4.6% | -23.2% | -19.4% |
| 3M | -19.5% | +24.9% | -44.4% | -23.9% |
| 6M | -41.9% | +17.2% | -59.1% | -44.4% |
| YTD | -51.6% | +2.2% | -53.7% | -52.4% |
| 1Y | -51.2% | -11.5% | -39.7% | -50.1% |
| All | -51.2% | -12.9% | -38.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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