-51.2%
LULU vs APD
+6.0%
-57.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.4% | -17.2% |
| 7D | -16.7% | -2.2% | -14.5% | -16.4% |
| 30D | -18.5% | +2.1% | -20.6% | -18.6% |
| 3M | -19.5% | +7.2% | -26.6% | -19.7% |
| 6M | -41.9% | +11.2% | -53.2% | -43.0% |
| YTD | -51.6% | +24.4% | -76.0% | -54.1% |
| 1Y | -51.2% | +6.7% | -57.8% | -50.4% |
| All | -51.2% | +6.0% | -57.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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