-51.2%
LULU vs AME
+29.8%
-81.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.5% | -18.9% | -17.7% |
| 7D | -16.7% | +0.6% | -17.3% | -16.9% |
| 30D | -18.5% | -6.7% | -11.9% | -17.0% |
| 3M | -19.5% | +4.1% | -23.5% | -21.5% |
| 6M | -41.9% | +1.6% | -43.5% | -43.4% |
| YTD | -51.6% | +16.1% | -67.7% | -56.0% |
| 1Y | -51.2% | +27.3% | -78.5% | -56.9% |
| All | -51.2% | +29.8% | -81.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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