+54.4%
LULU vs ALLE
+258.4%
-204.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.9% |
| 7D | -12.6% | +2.8% | -15.3% | -13.8% |
| 30D | -19.7% | -7.6% | -12.1% | -16.8% |
| 3M | -12.2% | +22.8% | -35.0% | -20.9% |
| 6M | -39.3% | +4.6% | -43.9% | -41.2% |
| YTD | -50.3% | -1.2% | -49.1% | -50.7% |
| 1Y | -38.6% | -9.1% | -29.5% | -36.7% |
| 3Y | -74.0% | +50.0% | -123.9% | -79.2% |
| 5Y | -72.9% | +15.2% | -88.1% | -76.0% |
| 10Y | +56.2% | +151.1% | -94.9% | +0.2% |
| All | +54.4% | +258.4% | -204.0% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling