+637.1%
LULU vs ALB
+319.1%
+317.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.6% |
| 7D | -12.6% | -4.4% | -8.1% | -10.8% |
| 30D | -19.7% | -1.2% | -18.6% | -19.2% |
| 3M | -12.2% | -13.3% | +1.1% | -8.1% |
| 6M | -39.3% | -19.8% | -19.6% | -36.0% |
| YTD | -50.3% | -7.9% | -42.4% | -51.3% |
| 1Y | -38.6% | +60.2% | -98.8% | -53.2% |
| 3Y | -74.0% | -26.4% | -47.5% | -75.8% |
| 5Y | -72.9% | -42.5% | -30.4% | -74.0% |
| 10Y | +56.2% | +83.0% | -26.8% | -34.3% |
| All | +637.1% | +319.1% | +317.9% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 all: compounded portfolio wealth divided by compounded ALB 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…
all analysis · Full analysis span regression · 6 months rolling