+78.8%
LULU vs AMC
-97.6%
+176.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.2% |
| 7D | -4.6% | +3.5% | -8.1% | -4.8% |
| 30D | +12.3% | +12.5% | -0.2% | +11.7% |
| 3M | -11.6% | +23.6% | -35.2% | -12.5% |
| 6M | -12.8% | +144.4% | -157.2% | -16.4% |
| YTD | -49.2% | +108.3% | -157.5% | -51.1% |
| 1Y | -37.7% | +38.9% | -76.6% | -39.2% |
| 3Y | -74.7% | -58.9% | -15.8% | -74.7% |
| 5Y | -76.7% | -99.2% | +22.5% | -74.8% |
| 10Y | +82.7% | -98.8% | +181.4% | +92.5% |
| All | +78.8% | -97.6% | +176.4% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling