+50.0%
LULU vs ALLE
+158.4%
-108.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.5% |
| 7D | -1.6% | -2.4% | +0.8% | -0.4% |
| 30D | -18.1% | -7.7% | -10.4% | -14.9% |
| 3M | -18.8% | +15.2% | -33.9% | -24.8% |
| 6M | -39.2% | +5.4% | -44.6% | -41.4% |
| YTD | -52.4% | -2.9% | -49.5% | -52.4% |
| 1Y | -40.3% | -12.8% | -27.5% | -37.0% |
| 3Y | -75.1% | +47.2% | -122.3% | -80.3% |
| 5Y | -76.7% | +13.5% | -90.2% | -79.5% |
| All | +50.0% | +158.4% | -108.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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