+592.0%
LULU vs APA
-22.4%
+614.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.7% |
| 7D | -20.4% | +0.8% | -21.2% | -20.5% |
| 30D | -22.9% | +9.6% | -32.5% | -24.5% |
| 3M | -18.5% | +18.0% | -36.5% | -22.1% |
| 6M | -41.8% | +41.9% | -83.7% | -47.5% |
| YTD | -53.4% | +86.3% | -139.7% | -60.8% |
| 1Y | -40.9% | +97.9% | -138.8% | -51.4% |
| 3Y | -75.6% | +12.8% | -88.3% | -77.9% |
| 5Y | -77.2% | +177.2% | -254.4% | -84.3% |
| 10Y | +49.5% | -3.3% | +52.8% | +5.2% |
| All | +592.0% | -22.4% | +614.4% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling