+74.6%
LULU vs AMC
-98.1%
+172.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.7% |
| 7D | -12.6% | -0.8% | -11.8% | -12.6% |
| 30D | -19.7% | -1.2% | -18.6% | -19.8% |
| 3M | -12.2% | +42.2% | -54.4% | -13.9% |
| 6M | -39.3% | +118.8% | -158.1% | -41.6% |
| YTD | -50.3% | +64.1% | -114.4% | -51.7% |
| 1Y | -38.6% | -9.5% | -29.1% | -39.1% |
| 3Y | -74.0% | -64.3% | -9.6% | -73.9% |
| 5Y | -72.9% | -99.5% | +26.6% | -70.4% |
| 10Y | +56.2% | -98.9% | +155.1% | +61.9% |
| All | +74.6% | -98.1% | +172.7% | +49.8% |
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