+50.0%
LULU vs APA
-2.4%
+52.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +2.1% |
| 7D | -1.6% | +4.6% | -6.2% | -2.3% |
| 30D | -18.1% | +11.9% | -30.0% | -19.4% |
| 3M | -18.8% | +22.5% | -41.2% | -21.3% |
| 6M | -39.2% | +37.5% | -76.7% | -42.7% |
| YTD | -52.4% | +87.2% | -139.5% | -57.4% |
| 1Y | -40.3% | +101.4% | -141.7% | -47.4% |
| 3Y | -75.1% | +16.9% | -92.0% | -76.8% |
| 5Y | -76.7% | +178.4% | -255.2% | -81.1% |
| All | +50.0% | -2.4% | +52.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling