-51.2%
LULU vs AMCR
+13.1%
-64.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.2% | -17.2% | -17.3% |
| 7D | -16.7% | -1.9% | -14.9% | -16.0% |
| 30D | -18.5% | -4.1% | -14.5% | -17.0% |
| 3M | -19.5% | +21.7% | -41.1% | -25.9% |
| 6M | -41.9% | +1.5% | -43.4% | -43.3% |
| YTD | -51.6% | +13.1% | -64.7% | -55.0% |
| 1Y | -51.2% | +13.0% | -64.2% | -53.8% |
| All | -51.2% | +13.1% | -64.3% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling