+606.9%
LULU vs AME
+1,497.1%
-890.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | -0.4% |
| 7D | -1.6% | +1.7% | -3.4% | -2.9% |
| 30D | -18.1% | -6.4% | -11.7% | -14.2% |
| 3M | -18.8% | +7.1% | -25.9% | -24.1% |
| 6M | -39.2% | +8.2% | -47.4% | -44.0% |
| YTD | -52.4% | +18.2% | -70.5% | -59.3% |
| 1Y | -40.3% | +26.7% | -67.0% | -51.9% |
| 3Y | -75.1% | +60.7% | -135.8% | -83.8% |
| 5Y | -76.7% | +91.6% | -168.3% | -86.8% |
| 10Y | +52.7% | +441.1% | -388.3% | -66.3% |
| All | +606.9% | +1,497.1% | -890.2% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling