-30.3%
LULU vs APD
+36.4%
-66.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.5% |
| 7D | +6.5% | +3.8% | +2.7% | +5.9% |
| 30D | +20.3% | +14.1% | +6.2% | +18.4% |
| 3M | -8.9% | +8.2% | -17.1% | -9.6% |
| 6M | -13.1% | +7.5% | -20.7% | -13.6% |
| YTD | -46.1% | +31.7% | -77.7% | -48.1% |
| 1Y | -30.3% | +35.1% | -65.3% | -31.7% |
| All | -30.3% | +36.4% | -66.6% | -31.7% |
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