+612.3%
LULU vs APD
+479.0%
+133.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -2.8% |
| 7D | -16.9% | -4.6% | -12.4% | -14.3% |
| 30D | -22.0% | -4.2% | -17.8% | -19.6% |
| 3M | -17.8% | +5.0% | -22.8% | -20.8% |
| 6M | -41.3% | +8.9% | -50.2% | -45.4% |
| YTD | -52.0% | +21.9% | -73.9% | -58.8% |
| 1Y | -39.8% | +5.6% | -45.4% | -43.7% |
| 3Y | -74.8% | +6.9% | -81.7% | -77.9% |
| 5Y | -76.3% | +25.3% | -101.6% | -81.9% |
| 10Y | +53.9% | +169.1% | -115.2% | -41.4% |
| All | +612.3% | +479.0% | +133.3% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling