-41.6%
LULU vs ALLE
-11.2%
-30.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -20.4% | -2.8% | -17.7% | -19.8% |
| 30D | -22.9% | -10.2% | -12.7% | -20.1% |
| 3M | -18.5% | +17.4% | -36.0% | -23.5% |
| 6M | -41.8% | +3.3% | -45.1% | -43.2% |
| YTD | -53.4% | -4.2% | -49.1% | -54.5% |
| All | -41.6% | -11.2% | -30.3% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling