-51.2%
LULU vs AON
-13.5%
-37.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.2% | -16.2% | -17.0% |
| 7D | -16.7% | -9.1% | -7.6% | -14.2% |
| 30D | -18.5% | -10.2% | -8.3% | -15.7% |
| 3M | -19.5% | +0.5% | -20.0% | -19.7% |
| 6M | -41.9% | -4.8% | -37.1% | -41.1% |
| YTD | -51.6% | -8.0% | -43.6% | -50.4% |
| 1Y | -51.2% | -13.1% | -38.1% | -48.7% |
| All | -51.2% | -13.5% | -37.7% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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