-40.3%
LULU vs AR
+18.5%
-58.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.7% |
| 30D | -18.1% | +2.5% | -20.7% | -18.1% |
| 3M | -18.8% | +12.3% | -31.1% | -18.4% |
| 6M | -39.2% | -3.1% | -36.1% | -39.3% |
| YTD | -52.4% | +11.5% | -63.9% | -53.2% |
| 1Y | -40.3% | +17.0% | -57.3% | -41.8% |
| All | -40.3% | +18.5% | -58.8% | -41.8% |
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