+618.6%
LULU vs ALK
+643.2%
-24.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.5% | -18.9% | -17.9% |
| 7D | -16.7% | -0.7% | -16.1% | -16.6% |
| 30D | -18.5% | -19.2% | +0.7% | -12.5% |
| 3M | -19.5% | -1.5% | -17.9% | -20.0% |
| 6M | -41.9% | -13.1% | -28.9% | -40.5% |
| YTD | -51.6% | -16.4% | -35.2% | -50.1% |
| 1Y | -51.2% | -33.1% | -18.1% | -45.9% |
| 3Y | -75.1% | +0.6% | -75.7% | -77.4% |
| 5Y | -74.1% | -26.4% | -47.7% | -74.3% |
| 10Y | +46.7% | -34.2% | +80.9% | +29.7% |
| All | +618.6% | +643.2% | -24.6% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling