+50.0%
LULU vs ALK
-35.7%
+85.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.5% | +1.4% |
| 7D | -1.6% | -2.1% | +0.5% | -1.0% |
| 30D | -18.1% | -13.1% | -5.0% | -14.9% |
| 3M | -18.8% | -11.8% | -7.0% | -16.3% |
| 6M | -39.2% | -0.4% | -38.8% | -40.2% |
| YTD | -52.4% | -18.2% | -34.2% | -50.8% |
| 1Y | -40.3% | -35.5% | -4.8% | -34.2% |
| 3Y | -75.1% | +1.8% | -76.9% | -77.0% |
| 5Y | -76.7% | -26.6% | -50.1% | -76.8% |
| All | +50.0% | -35.7% | +85.6% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling