-76.7%
LULU vs AJG
+74.4%
-151.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | -1.6% | -8.3% | +6.6% | +2.2% |
| 30D | -18.1% | -5.7% | -12.4% | -15.8% |
| 3M | -18.8% | +9.1% | -27.9% | -22.0% |
| 6M | -39.2% | +15.2% | -54.4% | -43.3% |
| YTD | -52.4% | -6.3% | -46.1% | -51.4% |
| 1Y | -40.3% | -19.1% | -21.2% | -34.6% |
| 3Y | -75.1% | +8.2% | -83.3% | -78.8% |
| All | -76.7% | +74.4% | -151.1% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling