+50.0%
LULU vs AR
+41.9%
+8.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.3% |
| 7D | -1.6% | -2.5% | +0.9% | -1.5% |
| 30D | -18.1% | +2.5% | -20.7% | -18.3% |
| 3M | -18.8% | +12.3% | -31.1% | -19.4% |
| 6M | -39.2% | -3.1% | -36.1% | -39.2% |
| YTD | -52.4% | +11.5% | -63.9% | -52.9% |
| 1Y | -40.3% | +17.0% | -57.3% | -41.3% |
| 3Y | -75.1% | +47.3% | -122.4% | -76.1% |
| 5Y | -76.7% | +141.2% | -218.0% | -78.3% |
| All | +50.0% | +41.9% | +8.1% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling