-77.1%
LULU vs AMC
-99.2%
+22.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.4% |
| 7D | -4.6% | +3.5% | -8.1% | -4.9% |
| 30D | +12.3% | +12.5% | -0.2% | +11.1% |
| 3M | -11.6% | +23.6% | -35.2% | -13.4% |
| 6M | -12.8% | +144.4% | -157.2% | -20.4% |
| YTD | -49.2% | +108.3% | -157.5% | -53.2% |
| 1Y | -37.7% | +38.9% | -76.6% | -41.0% |
| 3Y | -74.7% | -58.9% | -15.8% | -74.6% |
| All | -77.1% | -99.2% | +22.1% | -71.6% |
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