-77.2%
LULU vs AR
+141.3%
-218.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -20.4% | -1.3% | -19.1% | -20.3% |
| 30D | -22.9% | +3.5% | -26.4% | -23.2% |
| 3M | -18.5% | +9.9% | -28.4% | -19.6% |
| 6M | -41.8% | +4.5% | -46.3% | -42.4% |
| YTD | -53.4% | +13.7% | -67.0% | -54.5% |
| 1Y | -40.9% | +19.2% | -60.1% | -42.9% |
| 3Y | -75.6% | +46.2% | -121.7% | -77.6% |
| 5Y | -77.2% | +145.9% | -223.1% | -80.5% |
| All | -77.2% | +141.3% | -218.6% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling