-68.2%
LULU vs ALHC
-31.6%
-36.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.0% |
| 7D | -16.9% | -4.1% | -12.8% | -16.5% |
| 30D | -22.0% | -5.4% | -16.5% | -21.5% |
| 3M | -17.8% | -32.1% | +14.3% | -14.5% |
| 6M | -41.3% | -28.5% | -12.8% | -39.9% |
| YTD | -52.0% | -34.0% | -18.0% | -50.5% |
| 1Y | -39.8% | -20.9% | -18.9% | -39.6% |
| 3Y | -74.8% | +151.5% | -226.4% | -80.7% |
| 5Y | -76.3% | -28.8% | -47.5% | -79.2% |
| All | -68.2% | -31.6% | -36.6% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling