-30.3%
LULU vs AR
+14.7%
-45.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.3% | +11.0% | +4.2% |
| 7D | +6.5% | -11.1% | +17.6% | +5.6% |
| 30D | +20.3% | +7.9% | +12.4% | +20.8% |
| 3M | -8.9% | +4.9% | -13.8% | -8.5% |
| 6M | -13.1% | -5.3% | -7.8% | -13.2% |
| YTD | -46.1% | +8.6% | -54.7% | -46.7% |
| 1Y | -30.3% | +13.7% | -43.9% | -32.1% |
| All | -30.3% | +14.7% | -45.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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