-30.3%
LULU vs AME
+21.1%
-51.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.6% | +9.4% | +5.2% |
| 7D | +6.5% | -4.4% | +10.9% | +7.0% |
| 30D | +20.3% | -5.9% | +26.2% | +21.0% |
| 3M | -8.9% | -6.5% | -2.4% | -8.1% |
| 6M | -13.1% | +3.2% | -16.3% | -15.8% |
| YTD | -46.1% | +16.0% | -62.1% | -51.8% |
| 1Y | -30.3% | +20.4% | -50.7% | -39.7% |
| All | -30.3% | +21.1% | -51.3% | -39.7% |
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