+606.9%
LULU vs AON
+818.8%
-211.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +3.1% |
| 7D | -1.6% | -6.3% | +4.7% | +2.2% |
| 30D | -18.1% | -14.1% | -4.0% | -10.7% |
| 3M | -18.8% | -9.5% | -9.3% | -14.3% |
| 6M | -39.2% | -4.0% | -35.2% | -38.5% |
| YTD | -52.4% | -13.8% | -38.6% | -48.9% |
| 1Y | -40.3% | -18.3% | -22.0% | -34.0% |
| 3Y | -75.1% | -7.2% | -67.9% | -75.3% |
| 5Y | -76.7% | +7.3% | -84.1% | -79.2% |
| 10Y | +52.7% | +203.6% | -150.9% | -38.3% |
| All | +606.9% | +818.8% | -211.9% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling