+37.9%
LULU vs AMBA
+837.3%
-799.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.8% | -16.6% | -17.2% |
| 7D | -16.7% | -11.0% | -5.8% | -15.0% |
| 30D | -18.5% | -23.2% | +4.6% | -14.7% |
| 3M | -19.5% | -12.7% | -6.7% | -19.4% |
| 6M | -41.9% | +11.2% | -53.1% | -45.3% |
| YTD | -51.6% | -11.2% | -40.4% | -52.6% |
| 1Y | -51.2% | -22.5% | -28.6% | -51.7% |
| 3Y | -75.1% | -1.3% | -73.8% | -77.6% |
| 5Y | -74.1% | -54.2% | -19.9% | -74.7% |
| 10Y | +46.7% | -6.1% | +52.8% | +19.1% |
| All | +37.9% | +837.3% | -799.4% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling