-74.9%
LULU vs ALLE
+44.7%
-119.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.2% |
| 7D | -16.9% | -2.2% | -14.8% | -16.3% |
| 30D | -22.0% | -8.3% | -13.6% | -19.1% |
| 3M | -17.8% | +16.3% | -34.1% | -23.6% |
| 6M | -41.3% | +1.8% | -43.1% | -42.2% |
| YTD | -52.0% | -3.9% | -48.1% | -51.9% |
| 1Y | -39.8% | -10.0% | -29.8% | -37.9% |
| All | -74.9% | +44.7% | -119.6% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling