-76.7%
LULU vs ALHC
-32.8%
-43.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.3% |
| 7D | -1.6% | -6.9% | +5.2% | -0.7% |
| 30D | -18.1% | -6.7% | -11.4% | -17.4% |
| 3M | -18.8% | -37.7% | +18.9% | -14.2% |
| 6M | -39.2% | -30.0% | -9.2% | -37.5% |
| YTD | -52.4% | -36.2% | -16.2% | -50.6% |
| 1Y | -40.3% | -22.9% | -17.4% | -39.9% |
| 3Y | -75.1% | +138.4% | -213.5% | -81.3% |
| All | -76.7% | -32.8% | -43.9% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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