+50.0%
LULU vs AMBA
+8.8%
+41.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | +7.9% | -9.5% | -3.4% |
| 30D | -18.1% | -18.8% | +0.6% | -14.5% |
| 3M | -18.8% | +3.1% | -21.9% | -21.9% |
| 6M | -39.2% | +25.7% | -64.9% | -45.3% |
| YTD | -52.4% | -4.2% | -48.2% | -54.6% |
| 1Y | -40.3% | -18.4% | -21.9% | -41.9% |
| 3Y | -75.1% | +13.4% | -88.5% | -79.0% |
| 5Y | -76.7% | -54.2% | -22.5% | -77.7% |
| All | +50.0% | +8.8% | +41.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling