-75.1%
LULU vs ALC
-19.1%
-56.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.4% |
| 7D | -1.6% | -6.3% | +4.7% | +0.7% |
| 30D | -18.1% | -10.3% | -7.9% | -14.7% |
| 3M | -18.8% | -0.7% | -18.0% | -18.2% |
| 6M | -39.2% | -17.8% | -21.4% | -35.2% |
| YTD | -52.4% | -15.8% | -36.6% | -49.6% |
| 1Y | -40.3% | -16.7% | -23.6% | -36.7% |
| 3Y | -75.1% | -19.7% | -55.4% | -73.4% |
| All | -75.1% | -19.1% | -56.0% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling