-75.6%
LULU vs ALK
+0.5%
-76.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -20.4% | -3.1% | -17.3% | -19.8% |
| 30D | -22.9% | -17.1% | -5.7% | -18.7% |
| 3M | -18.5% | -3.8% | -14.8% | -18.3% |
| 6M | -41.8% | -5.3% | -36.5% | -42.0% |
| YTD | -53.4% | -20.3% | -33.1% | -51.6% |
| 1Y | -40.9% | -36.0% | -4.9% | -34.9% |
| All | -75.6% | +0.5% | -76.1% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling