-74.9%
LULU vs AMBA
+12.9%
-87.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.4% | -11.7% | -4.6% |
| 7D | -16.9% | +2.5% | -19.4% | -17.3% |
| 30D | -22.0% | -16.1% | -5.8% | -19.9% |
| 3M | -17.8% | +4.6% | -22.5% | -20.5% |
| 6M | -41.3% | +29.2% | -70.4% | -46.6% |
| YTD | -52.0% | -2.9% | -49.1% | -54.1% |
| 1Y | -39.8% | -18.7% | -21.1% | -41.2% |
| All | -74.9% | +12.9% | -87.8% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling