-77.1%
LULU vs ALLE
+51.6%
-128.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -4.6% | +3.6% | -8.2% | -6.5% |
| 30D | +12.3% | +25.9% | -13.6% | -1.1% |
| 3M | -11.6% | +15.8% | -27.4% | -18.7% |
| 6M | -12.8% | +48.1% | -60.9% | -30.6% |
| YTD | -49.2% | +22.0% | -71.1% | -55.3% |
| 1Y | -37.7% | +18.0% | -55.8% | -44.3% |
| 3Y | -74.7% | +93.1% | -167.7% | -83.8% |
| All | -77.1% | +51.6% | -128.7% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling