-77.2%
LULU vs AMBA
-53.9%
-23.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.6% |
| 7D | -20.4% | +7.1% | -27.5% | -21.7% |
| 30D | -22.9% | -18.1% | -4.8% | -19.6% |
| 3M | -18.5% | +8.4% | -26.9% | -22.8% |
| 6M | -41.8% | +25.7% | -67.5% | -48.1% |
| YTD | -53.4% | -4.2% | -49.2% | -55.8% |
| 1Y | -40.9% | -18.7% | -22.2% | -42.6% |
| 3Y | -75.6% | +13.3% | -88.9% | -80.0% |
| 5Y | -77.2% | -54.2% | -23.0% | -78.8% |
| All | -77.2% | -53.9% | -23.4% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling