-75.6%
LULU vs APD
+5.8%
-81.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -20.4% | -3.5% | -17.0% | -19.7% |
| 30D | -22.9% | -5.1% | -17.8% | -21.8% |
| 3M | -18.5% | +6.9% | -25.4% | -19.7% |
| 6M | -41.8% | +8.1% | -49.9% | -43.2% |
| YTD | -53.4% | +21.2% | -74.6% | -56.1% |
| 1Y | -40.9% | +4.9% | -45.8% | -42.0% |
| All | -75.6% | +5.8% | -81.5% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling