-74.7%
LULU vs AMBA
+21.7%
-96.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.4% |
| 7D | -4.6% | +2.7% | -7.3% | -5.0% |
| 30D | +12.3% | -2.2% | +14.5% | +12.2% |
| 3M | -11.6% | -26.6% | +15.0% | -8.0% |
| 6M | -12.8% | -26.8% | +13.9% | -11.5% |
| YTD | -49.2% | -15.1% | -34.0% | -50.6% |
| 1Y | -37.7% | -32.3% | -5.5% | -37.1% |
| 3Y | -74.7% | +19.8% | -94.5% | -79.9% |
| All | -74.7% | +21.7% | -96.4% | -79.9% |
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