-77.2%
LULU vs AMC
-99.5%
+22.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | -2.5% |
| 7D | -20.4% | -7.1% | -13.4% | -20.1% |
| 30D | -22.9% | -1.7% | -21.2% | -22.9% |
| 3M | -18.5% | +13.5% | -32.0% | -20.4% |
| 6M | -41.8% | +112.6% | -154.4% | -46.4% |
| YTD | -53.4% | +51.3% | -104.7% | -56.0% |
| 1Y | -40.9% | -14.5% | -26.4% | -41.7% |
| 3Y | -75.6% | -67.1% | -8.4% | -75.2% |
| 5Y | -77.2% | -99.5% | +22.3% | -69.8% |
| All | -77.2% | -99.5% | +22.3% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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