-75.1%
LULU vs ALM
+1,801.8%
-1,876.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +2.4% |
| 7D | -1.6% | -11.8% | +10.2% | -1.2% |
| 30D | -18.1% | +7.8% | -25.9% | -18.4% |
| 3M | -18.8% | -9.3% | -9.5% | -18.8% |
| 6M | -39.2% | -30.5% | -8.7% | -38.9% |
| YTD | -52.4% | +75.8% | -128.2% | -53.3% |
| 1Y | -40.3% | +241.2% | -281.5% | -42.4% |
| 3Y | -75.1% | +1,872.6% | -1,947.7% | -75.6% |
| All | -75.1% | +1,801.8% | -1,876.9% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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