+120.9%
LULU vs ALLY
+117.4%
+3.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.7% |
| 7D | -12.6% | +1.0% | -13.6% | -12.9% |
| 30D | -19.7% | -3.3% | -16.5% | -18.9% |
| 3M | -12.2% | +0.5% | -12.7% | -12.6% |
| 6M | -39.3% | +12.6% | -51.9% | -42.0% |
| YTD | -50.3% | -4.7% | -45.7% | -49.8% |
| 1Y | -38.6% | +5.2% | -43.8% | -40.1% |
| 3Y | -74.0% | +66.5% | -140.4% | -78.8% |
| 5Y | -72.9% | +0.2% | -73.1% | -74.8% |
| 10Y | +56.2% | +180.8% | -124.6% | -1.6% |
| All | +120.9% | +117.4% | +3.5% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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